Noticed the other day when all lights are on the tail lights aren't. When breaking they do go off and as soon as you lift off the break theyre off.

Already checked the fuse and it seems to be just fine.
What could be causing this issue??

 

Are there any other lights that are out? Specifically, your front side markers or interior center console? There is a fuse panel behind the battery that has a fuse for the rear brake lights. I tripped that fuse accidentally once when working on my stereo. This may be your problem.

 

Now that you mention it which I forgot to include, my center console lights are out as well.
Other lights are fine.
I'll check that fuse tomorrow morning.

 

Fuses are fine, brake switch is good.
What could this problem be ?

 

How do you know the fuse is fine? a visual inspection is not sufficient to be able to tell. there is also a fuse box inside the car on the drivers side, I am not sure if there are any fuses for the taillights there or not.

 

To the op...if your rear brake lights and console lights are out it has to be the fuse behind the battery. Did you pull and check all the fuses that are behind the battery?

 

Your fuse IS blown.

YOUTUBE search for how to check a fuse with a test light.
Test them without removing them, that's the only accurate way. And test with a 12V INCANDECENT test light, this applies a slight load to the circuit in case of a small break.

The Instrument cluster & Brake lights are on the same circuit, the same fuse, that's the problem, no question.