"That's just ridiculous. It's just ridiculous," Cooks said Wednesday. "What are we looking at? What are we voting on? Like, I don't get it. The guy is leading in so many categories. He's having a great year."
Brees leads the NFL in passing yards (4,559) and touchdown passes (34). He threw four scoring passes -- including two to Cooks -- as the Saints put up 48 points in a victory over the Arizona Cardinals on Sunday.
With a 71.1 completion percentage, Brees is second only to Sam Bradford (71.6). Brees is on pace to surpass 5,000 yards passing for the fifth time in his career; no other player has done it more than once.
"You look at that and it's just like, 'OK, this is ridiculous,'" Cooks said. "The guy is great. And he definitely deserves to be in there. And for him not to be -- the league, whoever just messed up because that just added fuel to his fire that he already had."
Brees took a humble approach to being left out of the Pro Bowl for the second year in a row, blaming the Saints' 6-8 record.
"I haven't seen the list or anything, but I'm sure that there were a lot of deserving candidates there. It's really not something that I'm too concerned about," Brees said. "Listen, it's a great honor when you're chosen, but a lot of times that comes along with winning, and we obviously didn't win enough games. I put that on myself."
The Saints were one of six teams left off the Pro Bowl roster. This is the second year in a row that they didn't have a player selected to the initial Pro Bowl roster; defensive end Cameron Jordan went as an alternate last season.
The Saints were 5-9 at the time rosters were selected last year and have not had a winning record since 2013.
Several players, however, took up for teammates they felt were deserving.
Many of them mentioned Brees and Jordan. Running back Mark Ingram mentioned Cooks, who ranks sixth in the NFL with 1,056 receiving yards and tied for sixth with eight touchdown catches. Brees mentioned Ingram and center Max Unger. And Jordan mentioned defensive tackle Nick Fairley.
"We have lots of good players in this room, but you gotta win games. And if you win games, you have a lot more guys on the roster," said Ingram, who made a passionate case for Jordan.
"He's disruptive. I don't know if they have a stat for awarded sacks, where the quarterback's running away from you and somebody else gets a sack, but I know he has at least five or six of those," Ingram said. "Pass deflections, forced fumbles, fumble recoveries, hurries, no runs coming to your side of the field because you're setting the edge. ... [He] leads the NFL in tackles for loss. I don't know what else you'd ask for."
Jordan, a two-time Pro Bowler, was hurt by the Saints' record and the fact that he has only 6.5 sacks. But Pro Football Focus has him rated as the second-best edge rusher in the NFL behind only Khalil Mack because Jordan also ranks so high in categories like tackles for loss, run stops, QB hits and hurries and pass deflections.
Jordan cracked that he blames the "12th Man," since two Seattle Seahawks defensive ends made the roster.
Brees and the Saints take on the Tampa Bay Buccaneers on Saturday in New Orleans. While their chances are slim mathematically, they still have a shot at the playoffs but would need to win out.
ESPN's Mike Triplett contributed to this report.