Lloris signed for Spurs on transfer deadline day but the French number one has only started one league game at White Hart Lane so far this season.
Deschamps believes that Lloris was poorly advised and should have spoken to Andre Villas-Boas to clarify his plans before leaving Lyon.
He told ESPN: "His situation to me appears incomprehensible. We are not talking about a young goalkeeper but a guy who has been the France keeper for several years.
"The problem is that he jumped on the train when it had already left the station and he did not start the season.
"The really important thing is that a player directly with his coach and if Hugo had done that, maybe he would not have signed for Tottenham."