At the outbreak of the Civil War, Brady enlisted as a private in the 12th Pennsylvania Infantry. On July 8, 1861 he accepted a commission as a first lieutenant in the Regular Army's 14th Infantry Regiment. He served in this regiment throughout the war, participating in the battles of Gaines' Mill, Malvern Hill, Second Bull Run, Chacellorsville, Gettysburg, the Wilderness, Laurel Hill, Petersburg, and Weldon Railroad. In the latter battle, he was taken prisoner and held at Libby Prison before being paroled in September 1864. Brady received a promotion to captain on June 10, 1864, and received a brevet as major for his gallantry at Weldon Railroad on August 18, 1864. On March 16, 1865 he was brevetted a lieutenant colonel for his meritorious services during the war.