Rafael Leao scored twice and Tammy Abraham also struck for the Rossonero, though goals were conceded to Cagliari's Nadir Zortea and Gabriele Zappa (2).
Afterwards, Fonseca admits they paid for their defending.
He said, "This game is very easy to explain. We scored three goals, but we can't concede three like that. We have to work on crosses, we have a problem. Cagliari won 100% of the aerial duels, that's not good.
"We still have a lot of points available. A great team can be seen over time. We are growing offensively, less so on defence.
"No (I'm not angry), I think the team did well in management, less so in contrasts and duels. It's honestly difficult to explain.
"We faced a healthy team, that plays in a direct manner. We must grow defensively, I repeat".
On Leao, he added: "He understood where he had to improve. Today he was decisive, even in defending with the team."