In 1861 Fry left the U.S. Navy to join the Confederate army, but instead resigned from the Confederate army to join the navy. Assigned to serve on the Mississippi River, he served onboard the CSS Ivy. When the Confederate army took over command in the defense of New Orleans, the river fleet was sent to Fort Pillow. In the Spring of 1862, the CSS Ivy served in the defense against the Union advance against New Madrid, Island No. 10, and Memphis. Fry was transferred to the Maurepas after the fall of Forts Henry and Donelson. He took his new ship on a raid along the White River to St. Charles, Arkansas. He was finally forced to sink the ship near St. Charles as a defensive measure against a Union fleet. He was subsequently involved in the sinking of the USS Mound City; however, he was wounded in the retreat and captured. He was exchanged, and returned to service. In January 1864, he received command of a new blockade-runner, the CSS Roe, which he renamed the ship for his wife, Agnes E. Fry. Before the end of the year, the Agnes was sunk in the Cape Fear River. Fry was sent to serve in the defense of Mobile, Alabama, where he eventually surrendered in April 1865.
