Step 1: Identify the reporting verb.
The reporting verb is “said to,” which will change to “asked” in indirect speech. Step 2: Change the question form.
Direct question: “Where are you going?” → In indirect speech, the helping verb “are” changes to “was.” Step 3: Adjust pronouns and tense.
“You” (second person) changes to “I” (first person) as per the subject “me.” Step 4: Combine the sentence.
Final sentence becomes: “My brother asked me where I was going.”