Most of the 11th Kentucky Cavalry was captured by Union forces at the Battle of Buffington Island on July 17, 1863. Approximately two hundred men, commanded by McCreary, mounted a charge and escaped their captors, but they were surrounded the next day and surrendered. McCreary was taken to Ninth Street Prison in Cincinnati, Ohio, but was later transferred to Fort Delaware and eventually to Morris Island, South Carolina, where he remained a prisoner through July and most of August 1863. In late August, he was released as part of a prisoner exchange and taken to Richmond, Virginia. He was granted a thirty-day furlough before being put in command of a battalion of Kentucky and South Carolina troops. He commanded this unit, primarily on scouting missions, until the end of the war.