The English outfit were second best as Simon Easterby's side stormed to their first European victory in 22 months. And O'Shea gave a brutal assessment of his side's below-par display at the Twickenham Stoop at the end of their 33-26 defeat..
"It's the most disappointed I've been after a game at this club. I'm furious, angry and annoyed. We made so many basic errors," said O'Shea.
"We had players who gave everything, like Mike Brown and Nick Easter, and I feel sorry for them. They were over-trying to drag this team by the scruff of the neck back into the game.
"They kept on coming, but it's not a game of touch (rugby) and, at times, it looked like it was with some of the scores we conceded. We were 10 points down at half-time, but we deserved to be more.
"We have the ability to go out there and play as a team, but we didn't. We have to man up and take the flak that comes our way."
Despite a brace of tries from England full bck Brown's, this was Quins' fourth defeat in their last six matches - and followed on from the bitter disappointment of losing their Heineken Cup quarter-final at home to Munster last season.
"The results are a cause for concern. But we will bounce back because that's the sort of group that we are. Life is full of challenges and this is one we have to meet full on," added O'Shea.
"We are a good side and we have to show that as the season goes on. We have to stay tight and we know the type of rugby we are capable of. The massively frustrating thing is we haven't delivered."