Brough started his playing career as a junior at Thornhill before signing for Wakefield Trinity at the age of 15. He failed to make a first team appearance for the club and moved to Dewsbury in the Northern Ford Premiership, making his senior début in 2002. Seeking more regular first team opportunities, Brough requested a transfer during the 2003 season, and was subsequently sold to National League Two side York City Knights after two seasons at the Dewsbury Rams.
York City Knights
In 2004, Brough set new club records at York for most goals scored in a season, and most points scored in a season, helping the club reach the quarter final of the Challenge Cup, and narrowly missing out on promotion to National League One following a 30–34 defeat in the play-off final against Halifax. After just two seasons he was signed by Super League side Hull F.C. after making 53 appearances for York.
Hull FC
Brough had a dream start at Hull, scoring four goals and a drop-goal in Hull's 2005 Challenge Cup Final win over Leeds Rhinos, with many claiming he was unlucky not to win the Lance Todd Trophy. After an impressive first season at the club, Brough struggled to break into the team in 2006 and missed out on their Grand Final defeat by St. Helens. Again after just two seasons, Brough handed in a transfer request and was sold to Championship side Castleford Tigers.
Castleford Tigers
Brough took a pay cut to take the step down out of Super League to join Castleford in 2007 but was part if the team that won promotion into Super League.
Wakefield Trinity
Following Castleford's promotion, Brough was signed by rivals Wakefield Trinity in 2008 and became a key player for the team, going on to win the Albert Goldthorpe Medal that year. Brough, again only stayed at Wakefield for two seasons before leaving at the end of 2009 to join West Yorkshire rivals Huddersfield. He made 57 appearances for Trinity scoring 468 points.
Huddersfield Giants
On 24 March 2010 Brough moved to Huddersfield Giants, and was named club captain during 2012 following the mid-season departure of Kevin Brown. At the end of the 2013 Super League season, Brough won the Man Of Steel award for his excellent performances throughout the season. He also became the first player ever to win a second Albert Goldthorpe Medal. In October and November 2013, Brough captained Scotland in the 2013 Rugby League World Cup.
International career
Brough played at international level for Scotland, qualifying via his grandfather, making his international début in 2004 and playing in sporadic competitions and test matches. In 2008 he was called up to the Scotland squad for the 2008 Rugby League World Cup, and was named captain for the first time. Brough's international future was thrown into question following the World Cup, as he announced his intention to switch allegiance to England in 2009, citing a lack of opportunities to play in major tournaments with Scotland. However, Brough was not selected for England, and did not feature at international level for two years. Brough was eventually called into the England squad for an International Origin match in 2012. He was subsequently omitted once again from the England squad, and, amid heavy speculation, in 2013 announced that he would once again be committing to Scotland, having not featured for England once. In 2013, Brough reverted to Scotland and captained the team during the 2013 World Cup. After the tournament, Brough was shortlisted alongside Sonny Bill Williams and Greg Inglis for the RLIF International Player of the Year. In October 2014, Brough led Scotland in the 2014 European Cup. The Winner of the tournament would qualify to play in the 2016 Four Nations alongside International heavyweights Australia, England and New Zealand. He played at his best throughout the tournament, earning him the 'Player of the Tournament' award. His performances and leadership inspired the team to qualify for 2016's major international rugby league competition and win the European Cup for the first ever time. Later in the year, his performances made him the clear winner for the 'Prince of Scots' award as the best player to play in the Bravehearts' jersey that year. Again in October and November 2015, Brough decided to play for Scotland instead of taking a long off-season break and was therefore named as the captain of the Bravehearts in their 2015 European Cup campaign. Five months before the 2016 Four Nations, Scotland announced Brough would captain the Bravehearts in their first tournament against the 'big 3' international teams. In 2017 Brough captained Scotland's squad in the 2017 Rugby League World Cup. He played in the matches against Tonga and New Zealand, but was then released from the squad and sent home before their final group match, after being deemed too drunk to board a flight in Christchurch.