The Ospreys suffered a dreadful start when some woeful defensive alignment allowed Gloucester a try inside the opening two minutes. Fly-half Mercier looped around Paul from a scrum and a simple inside pass saw Simpson-Daniel scythe through the cover to score. Mercier converted and added a penalty for an early 10-0 lead, but the visitors responded well.
They played the more adventurous rugby and were rewarded when impressive scrum-half Jason Spice darted through the remnants of a lineout after 20 minutes. The New Zealander was held up short, but his pop-up pass out of the tackle saw flanker Tandy dive over for a score that Matthew Jones improved.
Mercier extended Gloucester's lead with another penalty, but was off target with two more before the interval as the Ospreys stayed in touch playing against the wind. Their cause was not helped by repeated indiscipline after the break though. Lock Andy Newman was fortunate not to be yellow-carded after pulling down Alex Brown in a line-out, but wing Richard Mustoe was sin-binned on the hour for a ruck infringement as referee Roy Maybank's patience ran out.
Despite their forward dominance Gloucester only had a further Mercier penalty to show for it until 10 minutes from time. Finally, after hammering away at the Ospreys line for fully 10 minutes, Paul scooped up Simpson-Daniel's chip through to dive over and seal victory.