He was captured in Kentucky and spent time in Libby Prison before being exchanged. Later, Coburn and Colonel Benjamin Harrison fought side by side in several battles while under General William Tecumseh Sherman's command. During that time, Coburn and his troops were the first into Atlanta and secured the city's surrender. There is a large marker in downtown Atlanta where the city's mayor surrendered the city to Coburn. He was mustered out on September 20, 1864.