<p>I'm building a code in which I'd like to be able to generate an event when the user changes the focus of the cursor from an Entry widget to anywhere, for example another entry widget, a button...</p>
<p>So far i only came out with the idea to bind to TAB and mouse click, although if i bind the mouse click to the Entry widget i only get mouse events when inside the Entry widget.</p>
<p>How can I accomplish generate events for when a widget loses cursor focus?</p>
<p>Thanks in advance!</p>

This isn't specific to tkinter, and it's not focus based, but I got an answer to a similar question here:
Detecting Mouse clicks in windows using python
I haven't done any tkinter in quite a while, but there seems to be "FocusIn" and "FocusOut" events. You might be able to bind and track these to solve your issue.
From:
http://effbot.org/tkinterbook/tkinter-events-and-bindings.htm