At the outbreak of the war Embry served in the RAF Bomber Command and in May 1940 was shot down over France. He managed to return to England after two escape attempts and joined Fighter Command to serve during the Battle of Britain. He was then sent to North Africa to improve the fighting efficiency of the squadrons there. In 1943 he became acting Air Vice-Marshal and Commander of No 2 Bomber Group. He took part in many precision bombing attacks against railways and marshaling yards prior to D- Day. He led two operations in France in mid-1944: the first against the village of Audinghen, the headquarters of the German Todt organization; the second against a Chateau on the Aulne which was a rest home for U-Boat crews. Another daring raid was made against Gestapo HQ in Copenhagen—Embry had to blast a door open to allow Danish resistance leaders to escape.