The Royal Navy had established a blockade of Germany in 1939. However, this was not a 'close' blockade, as it had carried out against French ports in the Napoleonic Wars. In the 20th Century, submarines, minefields, torpedo boats and aircraft made this infeasible; any British ship trying to sail back and forth off Wilhelmshaven or Hamburg would be quickly sunk. As a result, they moved to a 'distant' blockade, sealing the entrances and exits to the North Sea. This meant that German ships could still move about the North Sea. In particular, they could use the neutrality of Norway and Denmark to protect their shipping - German ships could travel through these waters in relative impunity from the RN's blockade, which could not legally seize ships in neutral waters.

The Germans feared that the British would take steps to close this loophole. The British might invade Norway to secure ports like Narvik. They might lay minefields along the Norwegian coastline, as they had done to some extent in WWI. In February 1940, the British destroyer Cossack violated Norwegian neutrality to rescue British prisoners from the German supply ship Altmark, returning from the South Atlantic where she had been supporting the raider Graf Spee. This incident pointed towards a general British disregard for Norway's neutrality, making it more likely that they would take one of these options (in fact, at much the same time as the German invasion of Norway began, the RN was in the early stages of a minelaying operation, Operation Wilfred, which was to place mines across the shipping lanes used by German merchants). If Norway was in German hands, then German merchants would still be able to use Norwegian waters with relative impunity; rather than relying on the protection of neutrality, they could rely on the protection of the German military. A German Norway had other advantages; it would provide U-boats and surface raiders with bases closer to the Atlantic convoy routes, and reduce their exposure to the RN's blockade.