Commissioned a brigadier general, and later a major general, Breckinridge went west to fight at Shiloh, Stones River, Chickamauga, and Chattanooga. He returned east to the battle of Cold Harbor, and in July 1864 he joined General Jubal “old Jube” Early’s Army of the Valley and led a dramatic raid on Washington, D.C. Breckinridge's troops advanced and sacked Francis Blair's home in retaliation for the burning, by Union Gen. Hunter, of Governor Letcher's residence at Lexington, Va., one month before. Breckinridge got so close to Washington that he could see the newly completed Capitol dome, and General Early joked that he would allow him to lead the advance into the city so that he could "sit in the vice-presidential chair again." “We didn’t take Washington,” Early told his staff officers, “but we scared Abe Lincoln like Hell!”

When General Robert E. Lee surrendered his army, President Jefferson Davis was determined to continue the "fight," but Breckinridge opposed continuing the war as a guerrilla campaign. "This has been a magnificent epic," he said; "in God's name let it not terminate in farce." Fleeing Richmond, Breckinridge commanded the troops that accompanied Davis and his cabinet. Davis was captured, but Breckinridge evaded arrest and imprisonment by fleeing through Florida to Cuba. From Cuba he sailed to England. Subsequently, the Breckinridge family settled in Toronto, Canada. His daughter Mary later remarked that, while exile was a quiet relief for her mother, it was hard on her father; he was "separated from the activities of life, and unable to do anything towards making a support for his family." In Canada he met other Confederate exiles, including the freed Jefferson Davis. On one occasion Breckinridge and Davis rode to Niagara. Across the river they could see the red stripes of the American flag, which Breckinridge viewed nostalgically but the more embittered Davis described as "the gridiron we have been fried on."

On Christmas Day in 1868, departing President Andrew Johnson issued a blanket pardon for all Confederates. John C. Breckinridge returned to the United States in February 1869. It had been eight long years since Breckinridge had been in Kentucky. When he arrived in Lexington in March 1869, a band played "Home Sweet Home," "Dixie," and "Hail to the Chief." Breckinridge declared himself through with politics: "I no more feel the political excitements that marked the scenes of my former years than if I were an extinct volcano."

The former vice president practiced law and became active in building railroads. Although he was only fifty-four, his health deteriorated.  Despite his weakened condition, Breckinridge surprised his doctor with his clear and strong voice. "Why, Doctor," the famous stump speaker smiled from his deathbed, "I can throw my voice a mile." The gallant and dashing John Cabell Breckinridge died on May 17, 1875.