With the outbreak of the American Civil War, Price joined Missouri's Confederate brigade, under the command of his cousin, Sterling Price. He was taken prisoner by Union forces at the Battle of Pea Ridge (March 6–8, 1862) and was imprisoned at Alton, Illinois for eight months. He was then exchanged for a Union prisoner held by the Confederacy at Vicksburg, Mississippi. Confederate President Jefferson Davis then assigned him as a recruiting officer in Missouri with the rank of Major.
