Winger Hayley Baxter put Wales ahead in the first half, after running from the Welsh 22 to score. Fly Half Awen Thomas added a penalty before the break leaving the visitors 8-0 up at half time.
But the second half saw Scottish scrum half Paula Chalmers kick three penalties to edge out Wales 8-9.
Wales now face Ireland at the Cardiff Arms Park on Friday 21st February Kick Off 5pm. Tickets Â£5 Adults Under 16s and OAPs free.
(Full match report to follow)