Brooks, who will play for the Houston Rockets next season, powered the Canadians with his tournament-high 39 points, along with four rebounds and five assists.
Gilgeous-Alexander, Canada's leading scorer, rebounder and passer, finished with 31 points, six rebounds and 12 assists.
Team USA's leading scorer, Anthony Edwards of the Minnesota Timberwolves, recorded 24 points, five rebounds and three assists. Fan favourite Austin Reaves sparked US off the bench with 23 points, while three more US players scored in double-digits.
Canada achieved multiple milestones in the tournament, including semi-final debut, while qualifying for the Summer Olympics for the first time since 2000.
Despite the defeat, the United States finished better than their seventh spot in 2019, their worst-ever major international tournament result. The US have won the tournament a record five times.