Led by stand-in-skipper Virat Kohli, India made a bold attempt to chase a huge 364-run target in the fourth innings but fell short by 48 runs.
"The aggressive approach was the right approach. We went for the target which I felt was very important," Dhoni, who is returning to the side after recovering from a hand injury, said on the eve of the second Test.
"Thanks to the partnership between Virat Kohli and Murali Vijay, we were in a position to chase down the number of runs that were given to us. Unfortunately we lost some quick wickets when Vijay got out. It was very difficult for us to come back and draw the game from there. The only approach would have been to win the game from there. It was fantastic.
Dhoni returns to the playing eleven at the Gabba, where none of the current squad members have ever played Test cricket. The Indian captain said rest was very important for him.
Dhoni lauded young Kohli for his leadership skills, which he says are different from his style.
"He has been fantastic not only as a batsman but also as a leader. Even in the ODIs he led against Sri Lanka at home, he was fantastic. He is an aggressive character and slightly different to what I am but at the end of the day you don't want all individuals to captain the same way," Dhoni said.