In mid-March recent successes by U-boats caused the Admiralty to transfer destroyers from the Home Fleet to escort duties in the North Atlantic. Fury was one of these and was assigned to the 4th Escort Group. In April the group escorted Convoys HX 231, HX 234 and ONS 5 (where they drove off attacking U-boat wolfpacks). In May she escorted ON 184Rohwer, pp. 239, 243, 245, 251 before beginning a brief refit on the Humber.
