But the Sharks left themselves with too much to do after shipping 15 points in as many minutes before going down 18-7 at Edgeley Park.
Sharks coach Saint-Andre said: "We are very disappointed to lose. We had a very bad start, the worst for a long time but I am proud of the way we came back and we never gave up during the 80 minutes.
"We created many chances but when you only finish one, it is unlikely to be good enough. However nothing went for us in this game.
"It was always going to be difficult with the number of injuries we have suffered and the Ospreys took their chances when they came."