England have lost three of thew four matches in Pakistan, before beating Sri Lanka by 55 runs in Lahore on Thursday but still missed out on a place in Saturday's final.
Brook hit England's first-ever double-century in 50-over cricket on the tour and has impressed McCullum with how he has led the side as they build towards the 2027 World Cup.
McCullum told Sky Sports: "I think he's one of the best tactical captains I've ever come across. "He's got such an astute brain.
"He wears his intelligence lightly externally, but he's a very, very switched-on man and a very switched-on cricketer. And he's got the respect of the entire dressing room.
"He leads them. They follow him. He's interactive with his leadership. It's not just him out there on his own. He does call upon many other people as well.
He will have learned a lot from getting thrust into a situation like this, where the game is travelling at breakneck speed, and you're having to make decisions which can win or lose a game.
"So, for us to have been put in some situations where we've been exposed at times, but also have succeeded at other times, and we've seen lots of different guys stand up and perform, and a few others who've got some great lessons learned from this trip. I think it's going to hold us in good stead moving forward."
The England mentor also praised the contributions of spin-allrounder Liam Dawson after opting to rest senior slow-bowler Adil Rashid.
"Liam Dawson has done really well for us out her. If you look at all three teams, leg-spin hasn't really played too much of a role, and we want to be a team that can adapt to different conditions, and be quite malleable with our selections.
"Dawson's an experienced and highly competitive player who has put his hand up here, and unfortunately for Rash on this occasion, the conditions probably went against him."
England secured a 55-run victory over Sri Lanka in Lahore, with Ben Duckett's outstanding century and Liam Dawson's four-wicket haul delivering a consolation result in their final tri-series fixture.
Sri Lanka executed one of the greatest run chases in ODI cricket, overcoming England's mammoth 430-run target in Rawalpindi to secure a remarkable victory.
Arafat Minhas scored a maiden ODI fifty before taking six wickets in one of the great all-round displays to help Pakistan beat England by 87 runs in their tri-series clash in Rawalpindi on Tuesday.
Henry Crocombe has become the first uncapped player to be given a two-year national contract with England, after the ECB announced it's biggest pool of centrally contract list.
