Denmark climbed into the top tier of the Nations League with a 2-1 win over Wales in Cardiff on Friday.
Coach Deschamps said he shared responsibility with his players for the disappointing display and surprise setback.
"There was one team out there with a lot of desire, and we didn't have enough", he said.
"In the aggressiveness, there was no picture tonight and it's logical that this team from the Netherlands wins this match".
Julio Ribas's Gibraltar side secured the biggest result in their history when they won 1-0 in Yerevan last month, and it appeared a repeat was on the cards when 19-year-old Tjay de Barr opened the scoring after 10 minutes.
Germany kicked off their campaign with a goalless draw at home to France, but fell apart on the road.
"We had too much technical waste".
Starting with League A, the sole game tonight between France and the Netherlands had ramifications for the entirety of Group A.
League B saw even more upheaval.
"We have to ask questions of ourselves after and hope that the Germans beat them tomorrow".
The Netherlands have failed to qualify for the last two major global tournaments, but have enjoyed a resurgence under Koeman. If the Netherlands can win against France but just earns a draw against Germany, France and the Netherlands would be in a tiebreak situation at the top of the group to determine who goes to the semifinals.
"I also did not expect that this team would be as far in their reading of a match".
"I did not expect this group to be able to read the game so well and play mature. From the beginning to the end, we played really well", Koeman added.
"Of course, you always try to use the players in the best form and the young players have shown in recent games that you can bet on them". It is hard to stay patient and wait for your moment.