Brennan was graduated summa cum laude from the University of Pennsylvania with a Bachelor of Arts (A.B.) and was a member of Phi Beta Kappa. A Fellow of the American Academy in Rome, he continued to earn a Master of Arts (A.M.) from the University of Oxford and a Doctor of Philosophy (Ph.D.) from Harvard University in 1990.
While at Harvard, Brennan worked as a Disc Jockey at WHRB a Boston college radio station, when he met Evan Dando of The Lemonheads. Brennan, known in those days as "Corey Loog Brennan", toured with The Lemonheads, opening their shows with his own band, Bullet LaVolta and soon after joined the Lemonheads in a brief stint from 1988 to 1989. A highly accomplished guitar soloist, he continued touring with them until 1991. During this period, Brennan co-wrote the tracks Li'l Seed, Cazzo Di Ferro and the epic (The) Door. The latter track formed part of the band's sole session for John Peel's radio show, and on this track Brennan assumed lead vocal duties. The performance led Peel to remark "that's the closest we've come to guitar hero stuff in quite a season".
He assembled a band under the name Loog for a solitary album, Meltdown House, which was released in 1995 on Holland-based Survival Records. Contributors included Clay Tarver and Chris Guttmacher (both ex-Bullet LaVolta), Chris Brokaw (ex-Come and Codeine), Dana Everson, Alexis Jimmy Vira and Imke Wagener (ex-Satellite City and latterly a graphic designer)
He was on the faculty of Bryn Mawr College from 1990 to 2000, until joining the faculty at Rutgers in 2000.
Brennan is the editor of the American Journal of Ancient History. As a scholar of Roman and Greek history, Brennan has appear on several documentaries and television programs including on the Discovery Channel and the History Channel.
He also has been working as a disc jockey focusing on funk, soulful house and salsa music under the name DJ Korenelius.