Conyngham joined in tactics and war maneuvers off the East Coast in 1916 and in the beginning of 1917 sailed to the Caribbean for war games and fleet maneuvers. Returning to Norfolk on 23 March, she joined 5th Naval District Patrol Force and with Wadsworth (Destroyer No. 60) and Sampson (Destroyer No. 63) patrolled the approaches to Chesapeake Bay.
On 24 April 1917 Conyngham sailed from Boston with her division for Queenstown, Ireland, the first destroyers to join English forces for duty after the entry of the United States into World War I. This force patrolled off the Irish coast and escorted convoys through the danger zone where German submarines attacked in force, also providing rescue services. When the British ship Karina was torpedoed and sunk on 17 August 1917, Conyngham sped to her assistance and rescued 39 survivors. A similar distress call from the British ship Hartland on 22 November resulted in the rescue of her 30-man crew by Conyngham.
The destroyer came to grips with the underwater menace on 19 October 1917 while on convoy duty. When the British ship Orama was torpedoed, Conyngham made a depth charge attack that brought debris to the surface. Her commanding officer was commended for his prompt and effective action.
Conyngham sailed from Queenstown 14 December 1918 for Boston and overhaul. Except for fleet exercises and division maneuvers in the Caribbean during February–April 1919, she remained at Boston in reserve until 1921. In June of that year she convoyed a Cuban man-of-war from Key West to carry the body of ex-President Gomez to Havana. She returned to Newport for summer exercises with her squadron, and after wintering at Charleston, reported to Philadelphia Navy Yard in March 1922 for inactivation and was decommissioned there on 23 June 1922.
Transferred to the Treasury Department on 7 June 1924 for use by the Coast Guard, Conyngham was returned to the Navy 30 June 1933 but remained in noncommissioned status until sold for scrap 22 August 1934 in accordance with the London Treaty.