Craig started his junior ice hockey career with the Brandon Wheat Kings of the Western Hockey League and made his debut by appearing in one game in the 1997–98 season as a 16-year-old. In the 2000–01 season, Craig led Brandon in scoring and was named the team MVP the following year. Serving as a captain in his final two seasons in the WHL, Craig tied for the lead in scoring in the 2002–03 season, and ranked sixth in the WHL in goals, first in game-winning goals (11) and tied for eighth in power play goals.