Combine water, salt, brown sugar, black pepper, and soy sauce in a large container that will be able to fit your fillets.
Whisk these ingredients together until the sugar dissolves.
If you're using a full trout, you'll want to butterfly-cut each trout down the tail and then spread it out as you want the fish to lie flat when being smoked on the grill.
If you're using trout fillets, you can leave them as is.
Place the trout into the brine, positioning them in a way that covers them in the liquid completely.
Cover the container and place it in the refrigerator. You'll want to let the trout brine in the liquid for 60 minutes.
Make sure to turn the trout over halfway through the brining time.
After the hour of brining time, remove the fish from the container and pat dry with a paper towel.
It would help if you got both sides dry before putting them onto the grill.
You can now fill your smoker with fresh wood pellets of your choice. After this, preheat your smoker to 225°F for 10-15 minutes with the lid closed.
Once preheated, brush vegetable oil over the grill grates with a brush which will help the fish skin to not stick to the grill.
Place the dry trout onto the grill, with skin side down. Close the lid.
Smoke for approximately 1.5-2 hours until the fish starts to flake and turns opaque in color.
Remove the trout from the smoker once they are done, transferring them to a baking sheet.
De-bone the fish if using a whole trout and drizzle some lemon juice on the fish.
Pair the fish with some delicious sides and your dish is ready to be served!