The Ospreys leave Paris empty handed despite an impressive defensive showing on an emotional evening at Stade Jean Bouin.
Nicolas Sanchez opened the scoring for the hosts with a simple three pointer after six minutes, the Ospreys tackler penalised for not releasing.
Stade were enjoying the better of the early exchanges and the Ospreys had to be alert after a break by Talalelei Grey, James King snuffing out the danger with a big hit on Paul Alo-Emile, winning turnover ball for Tom Habberfield to clear from deep inside the 22.
The next Stade attack saw them patiently working through the phases, trying to find a gap in the well organised Ospreys defence, but their move came to an end five metres from the line, Waisea Nayacalevu knocking on out on the left wing under pressure from Dan Evans.
With 22 minutes played the score remained 3-0 to Stade but they should really have grabbed the first try of the game when they broke from deep with a three man overlap on the right. Jonathan Danty took the ball 30m out and it seemed that he would outpace the covering Evans to score but inexplicably, he lost control of the ball forward with no one in touching distance, allowing the Ospreys to clear.
Sanchez then doubled the Parisians lead, sending a penalty straight down the middle from 40m as Johnny Kotze exited for a HIA after taking what looked like high contact to the head.
Thankfully, he was able to return to the action just shy of the half hour mark, Stade still in the ascendancy but with no change on the scoreboard.
As half-time approached it was all a touch harem-scarem, both teams playing with positive intent, looking to keep the ball alive but possession being turned over cheaply either way in the cold Parisian night.
With time just about up, another unforced error, this time from Stade, allowed the Ospreys to hack the loose ball upfield, Keelan Giles not quite able to dribble his way over, the final action of the first half.
HALF-TIME: STADE FRANCAIS 6-0 OSPREYS
Sanchez slotted over his third successful penalty of the night two minutes after the restart, following an Ospreys offside 25m out.
The Ospreys best spell of pressure was rewarded with their first points of the night 53 minutes in, James Hook slotting over the penalty after Stade offended at a ruck.
Stade were looking to turn the screw and twice turned down kickable penalties to go to the corner and on both occasions the Ospreys were able to spoil, winning turnover ball.
On the third occasion, on the hour, they opted for the posts instead and Sanchez duly took the lead back up to nine points.
Despite the plummeting temperatures, it was certainly warming up on the field as tempers began to fray, the officials having to intervene on a number of occasions, including reversing a Stade penalty after one of their players threw the ball at Scott Baldwin.
Kotze was sent to the bin in the 69th minute, shown yellow for blocking in midfield, which meant the Ospreys were to play out the closing stages a man short.
A scrum penalty to Stade allowed Sanchez to put them into the corner but a huge defensive effort to prevent the drive getting any momentum was rewarded with a penalty to the Ospreys.
With just seconds remaining on the clock, Stade won their own lineout ball on their 10m line but as they tried to play the clock down, were penalised for holding, giving the Ospreys a final shot at goal to secure a losing bonus point.
It fell to youngster Cai Evans with time up, but his kick from the right failed to find the target and that was that.
After the game, both teams donned t-shirts featuring the face of 19-year old Nicolas Chauvin and joined his family for a lap of honour around the field, before pausing to pay their respects before heading back down the tunnel.