Measure the size of the gap between the drywall and the brick.
Use 1/4-round trim molding that's wide enough to cover the space of the gap. Cut the 1/4-round to the correct length to match the height of the wall.
Place a tube of acrylic caulk into a caulking gun. Fill the gap with the caulk. This will be covered by the 1/4-round trim molding, but filling in the gap will prevent air flow from around the gap.
Replace the caulk in the caulk gun with a tube of construction adhesive. Apply adhesive to the back side of the trim, and place the trim onto the drywall and brick gap.
Paint or stain the trim to match the color of the drywall.