Depends on what you mean by "lose" - I can beat the victory conditions every time on deity, so I have to set my own objectives. But, if I miss getting a key wonder, then I consider it a loss. At the high levels, controlling the wonders is not as easy, but everything else is a piece of cake.
One thing I've noticed, expansion is faster on deity than on regent. Playing an expansionist civ, I normally get just 2 cities/settlers from the huts on regent level. On deity, I get 6-8 cities/settlers from the huts. Seems it is based a lot on need, and because the AI expands faster than me on deity, I have more need. So I don't build any settlers until after 1500 b.c.