The mass-loss rate (MLR) is one of the most important parameters in astrophysics, because it impacts many areas of astronomy, such as ionizing radiation, wind feedback, star-formation rates, initial mass functions, stellar remnants, supernovae, and so on. However, the most important modes of mass loss are also the most uncertain, as the dominant physical mechanisms that lead to this phenomenon are stull largely unknown. Here we assemble the most complete and clean red supergiant (RSG) sample (2121 targets) so far in the Small Magellanic Cloud (SMC) with 53 different bands of data to study the MLR of RSGs. In order to match the observed spectral energy distributions (SEDs), we created a theoretical grid of 17 820 oxygen-rich models (“normal” and “dusty” grids are half-and-half) using the radiatively driven wind model of the DUSTY code, covering a wide range of dust parameters. We select the best model for each target by calculating the minimal modified chi-square and visual inspection. The resulting MLRs from DUSTY are converted to real MLRs based on the scaling relation, for which a total MLR of 6.16 × 10−3 M⊙ yr−1 is measured (corresponding to a dust-production rate of ∼6 × 10−6 M⊙ yr−1), with a typical MLR of ∼10−6 M⊙ yr−1 for the general population of the RSGs. The complexity of mass-loss estimations based on the SED is fully discussed for the first time, and our results indicate large uncertainties based on the photometric data (potentially up to one order of magnitude or more). The Hertzsprung-Russell (HR) and luminosity versus median-absolute-deviation (MAD) diagrams of the sample indicate the positive relation between luminosity and MLR. Meanwhile, the luminosity versus MLR diagrams show a “knee-like” shape with enhanced mass loss occurring above log10(L/L⊙)≈4.6, which may be due to the degeneracy of luminosity, pulsation, low surface gravity, convection, and other factors. We derive our MLR relation using a third-order polynomial to fit the sample and compare our results with previous empirical MLR prescriptions. Given that our MLR prescription is based on a much larger sample than previous determinations, it provides a more accurate relation at the cool and luminous region of the HR diagram at low metallicity compared to previous studies. Finally, nine targets in our sample were detected in the UV, which could be an indicator of OB-type companions of binary RSGs.