In 2005, Brody teamed up with his pals Nathaniel Castro, Bret Harrison and Brad Babinski to form a rock band called Big Japan. The group is based in Los Angeles and Brody is the drummer.

Big Japan released their debut album, Music for Dummies (later changed to Untitled) on August 23, 2005, through Nightshift Records. However, they haven't released any other albums, and they don't perform or record consistently because both Brody and fellow actor, Harrison, have unpredictable schedules. How much Brody has made from the band's music is unknown, but the actor once revealed that his drumming skills helped him land a part in the movie Yoga Hosers.

He told , "I had a very casual band [Big Japan] with some friends in my 20s where I played drums. I don’t call myself a drummer, because I’m not and I don’t know that much, but I can play drums so that’s actually why [Kevin Smith] hired me for the movie. Funnily enough, he just looked up actors that play drums and he was like, 'Hey, I know that guy.'"