Designing proper loss functions for vision tasks has been a long-standing research direction to advance the capability of existing models. For object detection, the well-established classification and regression loss functions have been carefully designed by considering diverse learning challenges. Inspired by the recent progress in network architecture search, it is interesting to explore the possibility of discovering new loss function formulations via directly searching the primitive operation combinations. So that the learned losses not only fit for diverse object detection challenges to alleviate huge human efforts, but also have better alignment with evaluation metric and good mathematical convergence property. Beyond the previous auto-loss works on face recognition and image classification, our work makes the first attempt to discover new loss functions for the challenging object detection from primitive operation levels. We propose an effective convergence-simulation driven evolutionary search algorithm, called CSE-Autoloss, for speeding up the search progress by regularizing the mathematical rationality of loss candidates via convergence property verification and model optimization simulation. CSE-Autoloss involves the search space that cover a wide range of the possible variants of existing losses and discovers best-searched loss function combination within a short time (around 1.5 wall-clock days). We conduct extensive evaluations of loss function search on popular detectors and validate the good generalization capability of searched losses across diverse architectures and datasets. Our experiments show that the best-discovered loss function combinations outperform default combinations by 1.1% and 0.8% in terms of mAP for two-stage and one-stage detectors on COCO respectively. Our searched losses are available at https://github.com/PerdonLiu/CSE-Autoloss.