Waul was captured when Vicksburg fell, on July 4, 1863. Waul was promoted to brigadier general on September 18, 1863, although he was not exchanged until October 16, 1863. His performance and leadership were commended by then Major General Stephen D. Lee. Waul then commanded a brigade in John G. Walker's Texas Division in the Confederate Trans-Mississippi Department. Waul's brigade fought in the Red River Campaign at the Battle of Mansfield and the Battle of Pleasant Hill, in Louisiana.