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Background Detection of brain metastases (BM) and segmentation for treatment planning could be optimized with machine learning methods. Convolutional neural networks (CNNs) are promising, but their trade‐offs between sensitivity and precision frequently lead to missing small lesions. Hypothesis Combining volume aware (VA) loss function and sampling strategy could improve BM detection sensitivity. Study Type Retrospective. Population A total of 530 radiation oncology patients (55% women) were split into a training/validation set (433 patients/1460 BM) and an independent test set (97 patients/296 BM). Field Strength/Sequence 1.5 T and 3 T, contrast‐enhanced three‐dimensional (3D) T1‐weighted fast gradient echo sequences. Assessment Ground truth masks were based on radiotherapy treatment planning contours reviewed by experts. A U‐Net inspired model was trained. Three loss functions (Dice, Dice + boundary, and VA) and two sampling methods (label and VA) were compared. Results were reported with Dice scores, volumetric error, lesion detection sensitivity, and precision. A detected voxel within the ground truth constituted a true positive. Statistical Tests McNemar's exact test to compare detected lesions between models. Pearson's correlation coefficient and Bland–Altman analysis to compare volume agreement between predicted and ground truth volumes. Statistical significance was set at P ≤ 0.05. Results Combining VA loss and VA sampling performed best with an overall sensitivity of 91% and precision of 81%. For BM in the 2.5–6 mm estimated sphere diameter range, VA loss reduced false negatives by 58% and VA sampling reduced it further by 30%. In the same range, the boundary loss achieved the highest precision at 81%, but a low sensitivity (24%) and a 31% Dice loss. Data Conclusion Considering BM size in the loss and sampling function of CNN may increase the detection sensitivity regarding small BM. Our pipeline relying on a single contrast‐enhanced T1‐weighted MRI sequence could reach a detection sensitivity of 91%, with an average of only 0.66 false positives per scan. Evidence Level 3 Technical Efficacy Stage 2