Wouldn't that be wonderful? Unfortunately recordkeeping in the mid 19th century wasn't anything like it is today.

If you obtain his Compiled Military Service Record (CMSR) from the National Archives, it may contain a notation of when he was captured and where he was sent. With that information you may be able to find the records of the prison camp where he was detained. If he was exchanged, perhaps you can find a record of the exchange.

Can't say more than that without knowing his name, regiment, Confederate or Union, etc.