On 16 Feb, 1940, HMS Cossack (F 03) entered a Norwegian fjord (Norway was then neutral) and seized the German supplyship Altmark, which had delivered supplies to the pocket battleship Admiral Graf Spee and was returning to Germany with 303 prisoners. Two Norwegian destroyers, which were escorting the ship, had prevented a boarding attempt off the Norwegian coast and Altmark entered then a fjord north of Lindesnes. The commanding Norwegian officer of the escorts refused a demand of the British ships to hand over the prisoners of the Altmark, because the Norwegian authorities had already searched the ship and she was not armed.
Captain Vian on HMS Cossack (F 03) then sent a radio message to the Admiralty, that he is waiting for order. Churchill gave him the order to enter the ship, if necessary with force of arms. The Norwegian ships could not prevent this attack, because the British destroyer was almost three times bigger than the Norwegian destroyer. One of them was almost rammed by the British destroyer. A boarding party of HMS Cossack (F 03) released all prisoners and killed seven men of the German crew and wounded 11 others.

On 13 Apr, 1940, she participated in the Second Battle of Narvik, Norway.