Brake was born in Ystrad Mynach, Hengoed. In 1967, he and his family migrated to the United States, where they first settled in Atlanta. He then grew up in the states of North Carolina, Tennessee, and Ohio. Brake attended Western Reserve Academy in Hudson, Ohio, and trained in The Science of Acting under the technique's founder, and founding Principal of The Academy of the Science of Acting and Directing, Sam Kogan. He also studied acting in New York City at the Michael Chekhov Studio under Beatrice Straight.
Having appeared in numerous productions (including brief appearances in Cold Mountain and Munich), Brake achieved his first significant role in mainstream cinema being cast as Joe Chill in Christopher Nolan's 2005 film, Batman Begins. As in most versions of the Batman comic series, his character is the criminal who murdered Bruce Wayne's parents, effectively starting him on his path to becoming Batman.
Following this, Brake appeared as the warped Portman in Doom, with Karl Urban and The Rock. Brake also made a cameo appearance in the video for Muse's "Knights of Cydonia", playing a villainous sheriff in a strange futuristic western. He then played released convict Bobby DeWitt in The Black Dahlia, and appears in Hannibal Rising as Enrikas Dortlich, one of the war criminals who murders young Hannibal Lecter's sister.
In September 2007, Brake appeared on stage at the Young Vic in The Member of the Wedding by Carson McCullers. The production was directed by Matthew Dunster.
Returning to film, his next starring role was that of Prior in Outpost from director Steve Barker. Brake starred in Craig Singer's Perkins' 14, which was featured in the After Dark Horrorfest film festival. In 2009, Brake appeared as Gary Scott in Rob Zombie's Halloween II, a sequel to his remake of Halloween – a role he garnered based on a personal recommendation to Rob Zombie from Sid Haig.
He has also appeared in several British television shows including M.I. High, Keen Eddie and Jeeves and Wooster, as well as the American television show Cold Case.
Brake portrayed a captain in the einherjar in the superhero film Thor: The Dark World. In March 2015 Rob Zombie cast Brake as Doom-Head, the main antagonist in the horror film 31, which premiered at the Sundance Film Festival on January 23, 2016.
Beginning in 2014, Brake portrayed the Night King in the HBO fantasy series Game of Thrones, appearing in the show's fourth and fifth seasons, notably in the episode "Hardhome", which won numerous awards. Due to scheduling conflicts, Brake was unable to film for the show's sixth season, and was replaced by Vladimir Furdik in the role.
In 2016, he portrayed Gaiseric in the television series Barbarians Rising.
Brake and his ex-wife Rachel have two sons; Ryan (born 1999) and Henry (born August 20, 2002). After meeting actor Eddie Marsan at the Academy of the Science of Acting and Directing, the two became close friends. He is the godfather of Marsan's children.