Born in Belfast into a strongly nationalist family, he was involved with the Gaelic League from an early age, helped form the first hurling club in the city, was a member of the Irish Republican Brotherhood, with Bulmer Hobson he founded the Dungannon Clubs in 1905 as a non-sectarian, republican, separatist organisation which was absorbed into Sinn Féin. He became a member of the Executive of the Irish Volunteers in 1913 and introduced the movement into Belfast.
As President of the Supreme Council of the IRB he supported the Easter Rising but was not aware of the final details. He was given the responsibility of bringing 130 Volunteers to Coalisland, County Tyrone where they were to rendezvous with Dr Patrick McCartan before travelling south to join Liam Mellowes in Connaught. As a result of the general confusion surrounding the Rising, McCullough and his men returned to Belfast on Easter Sunday evening and were not directly involved in the fighting. McCullough was however arrested the following Friday and imprisoned until August in Richmond Barracks, Frongoch and Reading Jail. On his release he married Agnes Ryan, a sister of Dr James Ryan. Other sisters married Seán T. O’Kelly and Richard Mulcahy. He was imprisoned for long periods between 1919 and 1921. After the Treaty he was sent on a special mission to the United States by George Gavan Duffy, and appears to have had a parallel commission from Michael Collins. He sat as a Cumann Na nGaedheal from 1924 until 1927 when he retired from politics. His business interests were in the music industry, particularly pianos.