Brain came from a family of horn players, including his nephew, Dennis Brain. His father, Alfred Edwin Brain Sr. was also a well-known horn player. Brain started to learn the trumpet when he was six, but when he was twelve, he changed to the French horn and learned from his father.[2] He studied at the Royal Academy of Music with Adolf Borsdorf, learning the piano from G.D. Cunningham, who taught his nephew the pipe organ forty years later.[2] His first professional job was with the Scottish Orchestra. He then played in the Queen’s Hall Orchestra and the London Symphony Orchestra.[2]
When he returned to London after the war, along with his brother Aubrey Brain, he worked with several London-based orchestras, including at Covent Garden where he played with Sir Thomas Beecham.[1]