Deployed to the Far East in 1922, Pillsbury served thereafter with the Asiatic Fleet in Destroyer Division 59 (with Pope, DD 225, Peary, DD 226, and John D. Ford, DD 228, one of Destroyer Squadron 29’s three divisions.
On the afternoon of the 10th, a flight of Japanese high-level bombers attacked, devastating the yard. As Pillsbury backed clear without damage, one bomb hit Peary, which was towed clear by Whippoorwill (AM 35). Pillsbury joined in fighting her fires and transferring wounded to nearby Cañacao Hospital.
On 17 December, as the Japanese secured footholds on Luzon and Mindanao and air raids became an almost-daily event, most seaworthy ships at Cavite were released to sail south to safety, Pillsbury and Peary requested permission to join them but instead were formed with PT boats into striking forces under the direction of RAdm. Francis W. Rockwell. Two torpedo mounts were landed from each destroyer and Pillsbury made two round-trip runs to Mindoro.
Off Corregidor, 26 December, after they were again attacked by air, RAdm. Rockwell granted permission to put to sea. Pillsbury took departure and, on the 28th, completed an uneventful trip Balikpapan. There, together with other United States, Dutch and Australian naval vessels, she operated on reconnaissance sorties and anti-submarine patrols before moving to Soerabaja, Java, There, she made night patrols with cruisers Houston (CA 30) and Marblehead (CL 12) and destroyers of Division 58, including an action in Badoeng Strait 4 February 1942.
At 0210 Pillsbury sighted a ship dead ahead and opened up with her main battery and .50 calibre guns. The amidships gun crew of the Japanese ship was put out of action by the first burst of the .50 calibre machine guns. The target ship then received a direct hit with a shell from either Pillsbury or from the destroyer in the opposite column. This caused the Japanese destroyer to swing to starboard. The spotter then observed three sure hits from Pillsbury: one on the bridge, one amidships and one on the fantail. As soon as the last shot hit, the Japanese ship erupted in flames, and her firing ceased.
At this time Pillsbury and Parrott (DD 218) were detached from the striking force and sent to Tjilatjap. After the action around Bali the ships had few torpedoes and were sadly in need of overhaul.
Interrogation of officers of the Japanese Task Forces at the time garnered the following information. In a night surface action, Pillsbury and Asheville were sunk by “teamwork” firing of three cruisers of Cruiser Division 4 and two destroyers of Destroyer Squadron 4 in Bali Strait, Netherlands East Indies. Edsall was sunk by gunfire of four battleships of the 3d Battleship Squadron, two cruisers of Cruiser Division 8 and two bombers from Soryu.
All three sinkings took place approximately 200 miles east of Christmas Island. After sinking the three U.S. ships, the Japanese forces retired from the scene hastily. Hence, no survivors were picked up by the Japanese warships.
Pillsbury received two battle stars for World War II service.