Romo's fourth-quarter interception led to Denver's winning field goal. But Kiffin's defense surrendered 517 total yards and couldn't stop Peyton Manning, who threw for 414 yards and four touchdowns.
"We're working at it," Kiffin said after Wednesday's practice. "We got to play better, that's for sure. The other night was not good, and we just go back to work and get better.
"I wanna say this: People will say, 'Tony Romo throws the interception and we can't win the big one.' He went toe-to-toe with one of the best ever in the game of football and will be in the Hall of Fame. But don't put that on him; you put that one on me. But don't put that one on Tony Romo. We got to play better. We do."
The Cowboys' defense has allowed three quarterbacks -- Eli Manning, Philip Rivers and Peyton Manning -- to throw for more than 400 yards this season. In the past two games, the Cowboys have given up 1,028 total yards.
Kiffin said he couldn't remember a defense he's coached that's allowed so many yards. Overall, the Cowboys have the 28th-ranked defense in the NFL. They are fourth against the run but next-to-last against the pass.
Linebacker Ernie Sims said the team has to go back to the basics of Kiffin's 4-3 Tampa 2 scheme, but the recent troubles will not make it easy.
"Everybody is hurt emotionally, mentally and obviously physically," Sims said. "But a lot of these guys have been doing it a long time, so we just got to get back to the basics and keep fighting."
Several players expressed surprise by the troubles of the defense, which forced five turnovers in the 36-31 season-opening victory over the New York Giants.
Against Denver, the Cowboys didn't force a punt and, despite forcing two turnovers, failed to contain Manning.
"It can always get worse," cornerback Orlando Scandrick said. "I don't see that happening. We just need to improve."
"It's not a good feeling," cornerback Brandon Carr added. "You work so hard throughout the offseason and just the anticipation and buildup to the season, you come out of the gates clicking on all cylinders and then to hit a lull like we did. Right now, we're just trying to find some answers."