Learn English – Is it correct to say “reply something”

Using 'reply' transitively is not the most natural for English speakers, it tends to be intransitive (although its transitive form is sometimes used) or as a noun.

Verb
1.
Say something in response to something someone has said.
"he was gone before we could reply to his last remark"

Noun
1.
a verbal or written answer.
"I received a reply from the managing director"

In your example, I would suggest re-phrasing it to:

What was his reply

This uses the word reply, but as a noun rather than a verb. This sounds more idiomatic and, while your example might be understood, this sounds better.