Born in Bristol, Brain started his career in Wales, having an unsuccessful trial at Cardiff City, before gaining a regular place at Ton Pentre. He played for Arsenal from 1923 to 1931, scoring on his competitive debut against local rivals Tottenham Hotspur on October 25, 1924. He was a prolific scorer for Arsenal, scoring thirty-four goals in the 1925-26 season, and thirty-one the season after. In total he scored 139 goals in 232 appearances (making him Arsenal's joint-fifth top scorer of all time), and was the first player ever to score 100 goals for the club. However, he never played for England; he managed to secure a trial for the national team but was never selected for the full side.

After a loss of form and competition for places with Jack Lambert, Brain left Arsenal for Tottenham for £2,500 in 1931, becoming one of the few players to have moved directly between the two clubs. He would only play 47 times for Spurs, scoring 10 goals, before leaving in 1934. He played his final years out at Swansea Town and Bristol City.

After retiring as a player, Brain managed Cheltenham Town from 1937 until 1948, when he retired completely from football. He died in 1971, at the age of 70.