The Saints lost at the New York Jets last Sunday, but still remain on course to make the playoffs.
Quarterback Brees told Saints.com: "This is the tough part. If we were able to put together a drive and win that Jets game we would be sitting here 7-1 and saying we feel pretty good just got a come from behind victory.
"But when you don't do and all of a sudden you are 6-2, we're now coming off a tough loss and a game we felt like we should have won.
"We've learned a lot from the first eight games, both good and bad. We know the areas in which we need to improve. This Cowboys game is important because coming off a loss you want to get that bad taste out of your mouth and get back on the winning side of things."
The Saints still top the NFC South despite the defeat in week nine.