We investigate the effect of counterion fluctuations in a single polyelectrolyte brush in the absence of added salt by systematically expanding the counterion free energy about Poisson-Boltzmann mean-field theory. We find that for strongly charged brushes, there is a collapse regime in which the brush height decreases with increasing charge on the polyelectrolyte chains. The transition to this collapsed regime is similar to the liquid-gas transition, which has a first-order line terminating at a critical point. We find that, for monovalent counterions, the transition is discontinuous in theta solvent, while for multivalent counterions, the transition is generally continuous. For collapsed brushes, the brush height is not independent of grafting density as it is for osmotic brushes, but scales linear with it.