Pour a small amount of 99% alcohol or my favorite, Cinema Secrets Make-up Brush Cleaner, into a metal or glass cup. Dip your make-up brush and swirl, then wipe off onto a paper towel or a towel if you don't care if it gets permanently stained. You could use a black colored towel like hairdressers use.
Repeat dipping the brush into the alcohol and wiping onto clean towel until there's no more make-up coming off the brush and onto the towel.
Next: place the damp brush flat onto a clean paper towel or regular clean towel, or standing on the handle with bristles facing up in a tall cup to dry, this is to prevent damaging the bristles.
Before I became a Professional Make-up Artist I would gently wash my personal make-up brushes in the sink with a small amount of shampoo and lay them flat to dry on a towel which took forever to dry. Using brush cleaner and/or alcohol was much more efficient.
You can also fill a small cosmetic mist bottle with 99% alcohol and spray onto your eyeshadows, eye pencils, lipsticks, etc after each use to help prevent bacteria or contamination from growing on your make-up products.