Pillsbury was laid down by William Cramp and Sons of Philadelphia on 23 October 1919; launched on 3 August 1920, sponsored by Miss Helen Langdon Richardson; and commissioned on 15 December 1920, Lieutenant H. W. Barnes in command. On 18 February the Japanese began moving ashore on Bali and the American-British-Dutch-Australian Command (ABDA) surface forces including Pillsbury set out to disrupt further landings from a Japanese convoy reported in the area.