Parma shocked Milan with a goal by Dennis Man after 83 seconds before Christian Pulisic equalised in the 66th minute, only for substitute Matteo Cancellieri to restore Parma's lead.
"I'm disappointed. It's difficult to explain our defensive attitude. It's clear that we have a defensive problem," Fonseca told a press conference.
"For Parma it was too easy when they attacked. I'm not just talking to the defenders, I'm talking about the whole team, how they defend collectively and individually.
"I take responsibility for what the team does, but we have to recognise these defensive problems."
Parma, who held Fiorentina to a 1-1 draw last week, managed the same number of shots on target as Milan (five).
"The team works well during the week, I think I see improvement in view of the match. Then today we arrive here and in the first situation we concede a goal," Fonseca added.
"We behaved badly defensively in all moments of the match. (There's) a problem to solve, of attitude. We need to work as a team.
"We lose the ball too easily. This allows a team that defends deep to create chances. We have made mistakes in preventive marking, defensive recoveries that we do not do together."
Milan travel to Lazio onthe 31st August.