 When the Church Disestablishment act was passed, Brady went to Rome, where he examined the Vatican archives for information touching the ecclesiastical affairs of England, Ireland, and Scotland.He shortly resigned his benefices as Vicar of Donoughpatrick, and Rector of Kilbery, Meath, to which he had been promoted from Cork, and in May, 1873, was received into the Catholic Church by Monsignor Kirby, Rector of the Irish College at Rome.During his stay in Rome, he acted as correspondent of the London "Tablet", and issued a pamphlet on "The Pope's Anti-Parnellite Circular" (London, 1883).