Weeks singled home the winning run in the 10th inning after Gagne gave up a tying home run to Corey Patterson with two outs and two strikes in the ninth as the Brewers beat the Cincinnati Reds 3-2 on Tuesday night.
"It's a lot easier to go sleep tonight," Gagne said. "It's going to make me go from not sleeping to sleeping."
After coming into this season with just 10 blown saves in his career, Gagne has only converted one of three chances with Milwaukee, failing again when Patterson hit a solo homer just over right fielder Corey Hart's leap at the wall.
"He got a pitch up. He tried to go down and away," Brewers manager Ned Yost said. "Up until that point, he was throwing the ball really, really well. ... Nobody's perfect."
Gagne said he shook off Jason Kendall's sign for a changeup and decided to throw a fastball instead.
"I tried too much for a strikeout. I think I had him set up perfect for a changeup and I didn't throw it," Gagne said. "That's going to teach me."
Gagne, who signed a one-year, $10 million contract this offseason to close for the Brewers after Francisco Cordero cashed in with a $46 million contract with the Reds, also blew a save on opening day against the Cubs on Wednesday.
But Milwaukee won that game in the 10th and did the same against the Reds.
J.J. Hardy singled for the third time in the game to start the inning and pinch-hitter Joe Dillon sacrificed Hardy to second. Kendall singled off David Weathers (0-1) to right field to set up Weeks, who said he knew what Weathers was going to throw after remembering previous at bats against him.
"He's always been a cutter-slider guy," Weeks said. "So, just sit on the little cutter-slider and drive it somewhere."
Gagne's failure overshadowed the pitching performances of Reds rookie Johnny Cueto and Brewers veteran Jeff Suppan. Cueto dominated the Brewers with his 96 mph fastball and hard slider, striking out eight in 6 1/3 innings to follow up the 10 Ks he had in his major league debut and victory on Thursday.
"He's a pretty poised young man," Reds manager Dusty Baker said. "He deserved to have a shot to win this ballgame."
After the Brewers first six hitters started 0-for-16 with seven strikeouts against the 22-year-old right-hander, Bill Hall sent a hanging, full count slider in the seventh inning deep to the left-field bleachers, giving Milwaukee a 2-1 lead Gagne couldn't hold.
Cueto left one batter after giving up Hall's homer. He struck Hart for the third time before being relieved by Jared Burton. Cueto allowed five hits and has yet to walk a batter in his short career.
Cueto also got out of trouble in the fifth, striking out Weeks on a slider in the dirt to end the inning.
In the dugout after the K, Cueto pretended to be on the mound, mimicking his stare down and pitching motion before busting out with a wide grin and taking a seat.
"He's throwing strikes, quality strikes," Baker said. "He only made one mistake tonight. That was a hanging breaking ball to Billy Hall. He doesn't seem to miss those."
Hardy said both of his singles off Cueto broke his bats.
"I saw a little bit of his performance his first outing and I was a little bit intimidated by the way he was throwing," Hardy said. "He has really good stuff."
Suppan, though, kept the Reds from scoring until the seventh by relying on his sharp command, allowing a run on six hits and two walks. He left after the inning, in line to get the win before Patterson's homer.
"We won, that is the most important thing," Suppan said. "That's our favorite letter of the alphabet, the W, any way you can get it."
Cueto struck out the side in the second and had two innings where he retired the Brewers in just seven pitches. ... Baker said that he expected to give C Javier Valentin the start on Wednesday night because of his career numbers against Brewers starter Dave Bush. ... Brewers RHP Yovani Gallardo (left knee) is slated to make his second rehab start for Nashville on Wednesday night.