They now head to meet the Houston Texans next Sunday in what is shaping up as a must-win game to avoid the dreaded and deadly 0-3 hole.
Of course, it already might be too late for the Cowboys who entered the season with the dream of becoming the first team to play in the Super Bowl in their home stadium.
"None of that counts when we're sitting here looking at 0-2 and what your record is and the prospects of where you're going to be in the future," said owner Jerry Jones, who has openly dreamed about the Cowboys making history by playing and winning the Super Bowl in their home stadium.
"I am mad, upset, frustrated and extremely disappointed. I'm disappointed for our fans, first of all to begin with. They have and should expect more in terms of the record. We have dug a big hole here and we've got a lot of work to do to even have a semblance of getting out of it."
Only 32 of 332 teams who started 0-2 in the Super Bowl era have made the playoffs. That includes the 1993 Cowboys who started 0-2 and finished as Super Bowl champs.
The last time the Cowboys started 0-2 was in 2001 when they finished 5-11.
"I think any time you get in this position it's very difficult," quarterback Tony Romo said. "We have to climb our way out of this. I haven't experienced it yet but you sit here and wonder if you're ever going to win a football game when you get to this point. It's frustrating. We have to figure things out in a hurry now."
Only three 0-3 teams have rebounded to make playoffs. That fact makes next Sunday's in-state showdown at the Houston Texans a must-win. One of those teams to dig out of the 0-3 hole was Wade Phillips' 1998 Buffalo Bills.
But he admits this team is at a turning point.
"I think we are at a crossroads," Phillips said. "I don't think it's too early. It's right now. It's time to step up."
"The hardest part is figuring out just what we are doing to not win the game," Romo said. "I would love to say this is what we need to improve on or we have to do this better. But it's not one exact thing. It comes up different ways and its disappointing and frustrating to not figure it out."
Cornerback Terrence Newman blames bad habits that start in practice. He said it's not coaches but on the players.
"You can't blame the coaches for what happened," Newman said. "It's the players who play the game. We have got to take that ownership. I think that things (in practice) kind of got let go (by the players) in practice. It's things that ... it's not our coaches. They don't really know some of the things that were going on. But as players, we have to crack down and make sure that some of the stuff that has been going on, doesn't go on.
"We have to make it a game situation in practice. That's just what it is. We go hard in practice, but maybe our intensity needs to go up a little bit. We got to do that as players and not worry about the coaches."