While he was working at the Foreign Office between 1919 and 1924, Rodd showed an interest in economic questions. In 1920, when he was at the Legation in Bulgaria, he wrote the section of the annual report covering commercial, financial and economic affairs. A year later, he drafted the whole report, pending the appointment of a new minister in place of Dering. The material on commercial and financial matters from this report was then published in a slightly different form as a pamphlet for the Department of Overseas Trade. The information in these reports was penned in a style that was to become characteristic of Rodd's later writings: comprehensive, detailed and essentially factual in character. This was typical of Foreign Office documents; it was expected that people would keep their own opinions from intruding into official reports and papers. Rodd was made second secretary in Sofia in December 1921. His sympathy for the Tuareg suggests he had an ability to empathise with subject peoples. By contrast, there was a more dismissive aspect to his attitude to Bulgaria. He reported to Harold Nicolson at the Foreign Office: ‘From one point of view Bulgaria is of course entirely unimportant, except in so far as peace or war is concerned, in the same way as Czechoslovakia or Switzerland. They do not matter to the British Empire as a whole. Yet each of these funny little people might matter as much as Greece is conceived to matter.’ Ironically, Rodd was trying to convey the idea that small nations like Bulgaria were significant. But his tone was patronising and arrogant.

Rodd left the Foreign Office at the end of June 1924. The immediate reason seems to have been a change in policy in regard to promotions that meant Rodd went down the list in the queue for advancement. But he had also come to dislike the atmosphere. In a summary of his thinking written in 1923 for a friend, Maurice Ingram – who had entered the Foreign Office in the same year as he did – Rodd complained that the whole institution was like an elementary school or servant's hall where close loyalty of a ‘rather pernicious variety’ tended to protect inefficiency. He warned of people becoming ‘robots’ in the office, observing that a ‘machine’ would never make a man.