He travelled independently, paying for a first class passage to New Zealand, where he joined the other members of the expedition on the Nimrod. After a base was established in Antarctica at Cape Royds in February 1908, he was one of a party which climbed the volcano Mount Erebus (unclimbed until then). The party of Edgeworth David, Douglas Mawson, Alistair Mackay, Eric Marshall, Brocklehurst and Jameson Adams started on 5 March. Brocklehurst suffered from frostbitten feet, and was unable to complete the climb; the others reached the summit on 10 March. Afterwards, a big toe had to be amputated because of frostbite.