I found this to be a way around this issue:
Open the image that you want to draw on, keep that in its own RGB window.
Open a brand new document, CMYK.
Activate your Brush and draw a few lines on your artboard.
Then, copy and paste your RGB image into this new CMYK color space.
Voila. I think the Brush can only be used in a CMYK color space. And sometimes this does not work when you convert your document to a color space inside the RGB document.
Hope this helps. If anyone else has an alternative, let me know.
I've always had this issue with the Brush.
North America
Europe, Middle East and Africa
Asia Pacific