With the onset of the Civil War in 1861, McCook traveled to Washington, D.C., and served as a secret agent for the federal government, gathering information of value to the military.

His 3,600 cavalrymen raided and severed the Macon & Western Railroad in late July 1864 while serving under George Stoneman during the Atlanta Campaign.

However, as they tried to return to the main army on July 30, McCook was thoroughly defeated by Confederate cavalry under Joseph Wheeler at the Battle of Brown's Mill near Newnan, Georgia, losing 950 men, 1,200 horses and two pieces of artillery.

McCook and his remaining cavalry marched to Tennessee to assist George H. Thomas's efforts to stymie the Confederates under John Bell Hood.

In March and April 1865, as the war near its close, McCook commanded the First Division in Wilson's Raid through Alabama and Georgia, as well as at the Battle of Selma, where the federal cavalry dealt a crushing defeat upon Nathan Bedford Forrest.

In early May, McCook's division was assigned to re-establish federal control and authority in Florida, whose ardent secessionist governor, John Milton, had shot himself in the head rather than submit to Union occupation.

McCook reached the rank of brevet major general in the volunteers by the end of the war, and received the official praise of his superior, James H. Wilson.