A brick workout is when you do one workout immediately after another.

Correctly setting your alarm clock is a very important thing.  A couple of Saturdays ago, I thought I had set up my clock to go off at 5:15am.  But when I woke up at 8, I looked to see if maybe just maybe I had overslept.  No in fact it was user error; I had inadvertently set it for 5:15pm.  So I had completely missed my brick* workout and post workout breakfast at our trainer’s place.  But I didn’t think to worry, I swiftly pulled up the gym calendar to see what they had on their schedule.  Quickly I found the Whipped class, which is kind of a boot camp where stations are arranged in the cardio room and everyone moves around.  You do all sorts of exercises; it’s a full body workout. 

For example, you could do a swim followed by a bike or a bike followed by a run. There is no special way you have to do a brick workout. However, the most effective brick workout is one that most resembles the race you will run. So more than likely you are better served doing a swim to bike or a bike to run brick workout for triathlon prep.