Can we sue the person that killed my brother if he is in jail?

I am not admitted in Kentucky.

You would need to bring an action for wrongful death (a civil action with civil remedies as opposed to a criminal action such as murder brought by the state).

"The idea behind a wrongful death lawsuit is that the wrongful death, in addition to injuring the person who died, also injured people who depended upon the deceased for financial or emotional support. The wrongful act may be:

• A negligent or careless act such as careless driving
• A reckless act
• An intentional act such as a deliberate murder

Almost every state has enacted a statute permitting a lawsuit to be brought by the relatives of a person who died as a result of a wrongful act.

Kentucky generally allows one year from the date of death or the appointment of and administrator for the filing of a suit."

What you will need as proof varies from state to state.  See a local attorney for help.