The Canadian and Lehar were edged by her coach Conor Swail riding Count Me In in the $226,000 event; she now sits 3rd in the NA standings.
The action got underway with the Henry Equestrian Canadian Show Jumping Championship and Mad Barn Indoor Eventing Challenge.
The Irish rider picked up where he left off in Sacramento; top Canadian is Vanessa Mannix riding Valentino d'Elte, placing 8th.
The 20-year-old becomes the youngest competitor ever to win the gruelling Derby which over the years has yielded just 24 clears in 730 rounds.
The Definite Entries have been announced as the Longines FEI World Cup Jumping Final is set to begin in Germany.
A field of 26 horse-and-rider combinations are vying to be crowned the next Canadian Show Jumping Champion at Royal West.
Vanessa Mannix (CAN) finished second with Balzane du Mazes, while Brennan's fiancée Lauren Crooks (USA) finished third.
The Irishman kicked off the North American League with a convincing victory aboard Vital Chance de la Roque, edging Canada's Vanessa Mannix.
The prolific winner places one-two in Friday's $75,000 CSI4*-W during the Harvest Celebration; his student Vanessa Mannix (CAN) claims 3rd.
Vanessa Mannix (CAN) and Catinka 25, who won the $100,000 ATCO Cup last week, finished a very close second.