Harlequins are still looking for their first victory of the season after Guinness Premiership champions Sale snatched a late victory at the Twickenham Stoop in Pool C of the EDF Energy Cup.
Despite enjoying territorial advantage for much of the match Quins were denied victory by Sale's late eight point scoring burst.
Fly-half Daniel Larrachea, who finished with 13 points, kicked Sale ahead with a 70th minute penalty and then number eight Sebastien Chabal burst down the right wing in the last minute of normal time to send replacement Sililo Martens in for the try which stretched their lead to six points.
Harlequins still managed to hit back with a try from substitute Tom Williams in the sixth minute of injury time, their fourth try of the game, but fly-half Adrian Jarvis missed the conversion which would have snatched victory.
The defeat means that Harlequins, who have also lost their opening four Premiership matches, cannot now qualify for the knock-out stages of the cup competition following their second successive group defeat.
They deserved more for a spirited performance which gave the English champions all the trouble they could handle.
Harlequins suffered a setback before the kick-off when England centre Stuart Abbott, returning from a three-game suspension, withdrew after taking part in the pre-match warm-up.
But the enforced change paid almost immediate dividends with his replacement Craig McMullen, promoted from the bench, opening the scoring after only three minutes.
Taking a pass from Welsh international Hal Luscombe, his centre partner, McMullen cut through the Sale defence to touch down near the post and leave Jarvis an easy conversion.
It took Sale five minutes to equalise when the Harlequins defence allowed lock Sean Cox too much room to force his way past scrum-half Andy Gomarsall and stretch over the line for a converted try.
But recent signing Gomarsall, the 32-year-old former England scrum-half making his first start for Harlequins after being released by Worcester Warriors during the summer, made a difference by getting his side's speedy back line moving with threatening purpose.
A powerful 40-metre run by Harlequins' Tongan international number eight Chris Hala'ufia, from the back of a line-out, set up an attack which ended with winger David Strettle squeezing over in the right hand corner.
Two first half penalties for Larrachea, against one by Jarvis who crucially missed three first half kicking opportunities, cut the Harlequins lead to 15-13.
Sale went ahead for the first time in the 39th minute when right-wing Oriol Ripol forced his way over by the corner flag, with Larrachea adding the goal point from the touchline to send Sharks in 20-15 ahead at the interval.
Left wing Ugo Monye scythed his way through the middle for Quins' third try, converted by Jarvis, to restore their lead eight minutes into the second half and they looked all set to break their duck for the season.
But Sale, who had condemned Harlequins to a year in National Division One with the final day victory which relegated them from the top flight at the end of the 2004-2005 season, punished them again with their late revival.