In 2015, Brennan developed and performed a comedy show, "3 Mics," in Los Angeles. He brought it to New York City in 2016, opening on March 3 at the Lynn Redgrave Theater. It was directed by Drew Barr. John Legend and his Get Lifted partners, Mike Jackson and Ty Stiklorius, produced the limited engagement. The show has Brennan alternating among three microphones. At the first mic, he reads one-liners from index cards; at the second mic, he talks about dealing with depression and his relationship with his father; and at the third mic, he does traditional stand-up comedy.