The Saints blew a 13-point lead in the third quarter and fell to 2-4 on the season.
Brees tossed an interception following a Lions score in the fourth quarter. Lions safety Glover Quin returned the interception to the New Orleans 14, setting up Matthew Stafford's game-winning touchdown pass to Corey Fuller.
Following the loss, Brees placed the blame squarely on his shoulders.
"The worst feeling in professional sports is when you feel like you let your team down," Brees said somberly after the game. "And that's the way I feel right now."
Brees added that he needs to learn to pick his spots to take chances when the game is on the line.
"You've gotta know when to take a chance, when to try to fit a ball in there, or when to throw it away, take a sack, scramble, whatever it might be, and make sure the ball stays in your hands," he said. "And unfortunately that's a critical time of the game where a turnover cannot happen, and I'm responsible for that. That one's on me."
He threw for 342 yards and two touchdowns with one interception during the loss. On the season, he has completed completed 67 percent of his pass for 1,916 yards, 11 touchdowns and seven interceptions.
New Orleans has the second-most total yards and passing yards in the league.
The Saints host the Green Bay Packers on Sunday night.
- Jack Jorgensen