Lose My Breath is written in the key of C Minor.
According to the Theorytab database, it is the 3rd most popular key among Minor keys and the 9th most popular among all keys. Minor keys, along with major keys, are a common choice for popular music. The three most important chords, built off the 1st, 4th and 5th scale degrees are all minor chords (C minor, F minor, and G minor).
See the C Minor Cheat Sheet for popular chords, chord progressions, downloadable midi files and more!