Shane Williams and Nikki Walker (thumb) found the Tigers defence difficult to penetrate
Ospreys coach Sean Holley described his side's 12-9 defeat at Welford Road as "a smash and grab raid gone missing".
Having held on by their fingernails in the first-half, the Ospreys got to within one score of victory in the second as James Hook added a penalty to Shane Williams' earlier drop goal.
Then came the defining moment of the game with the Ospreys being awarded a penalty at the foot of the home posts.
Ryan Jones ordered a scrum, but it was the Tigers who came up with the ball and cleared their lines to snuff out the match-losing threat.
"We let a real chance go begging in the end, but I'm still very proud of the players. They showed great character to hang in there right to the end," said Holley.
"It was a smash and grab raid gone missing. But we have the consolation of a losing bonus point and we are still right in this Pool and fighting.
"It is a measure of how far we have come as a team that a packed house at Welford Road, and all the Leicester Tigers players, were so happy with a 12-6 victory. We have come here in the past and been blown away in the second half, but I thought our tactical substitutions worked well for us this time and we were right in their fighting to the end.
"We need to be a bit more clinical and we need to learn from this game and improve before we meet Perpignan next weekend. But overall I'm quietly pleased."
Wales Head Coach Rob Howley talks to WRU TV's Sebastian Barrett about the 36-man squad he has just named for the forthcoming Under Armour series, which includes two uncapped players, Ospreys duo Sam Davies and Rory Thornton.
Head coach Rowland Phillips is deligthed he can now call BT Sport Cardiff Arms Park home for his Wales Women's side, who launch their international season next month with games against Scotland and UK Armed Forces in the heart of the capital city.
Wales Sevens star Sam Cross has put his home town club of Brynmawr on the map after winning a silver medal at the Rio Olympics with Team GB. His club have now honoured him by naming their players bar after him, as WRU TV discovered at the official launch, recently.
One of the newest members of the Principality Premiership, Bargoed admit it's proving to be a steep learning curve at the highest level, but are determined to become a force to be reckoned with. WRU TV visited the club last weekend when they took on Llanelli.
Table-topping Aberavon travel to north Wales to tackle RGC 1404 as both teams defend unbeaten starts to the season in the Principality Premiership. WRU TV's Graeme Gillespie visited the Wizards to see how their preparations were going for the game of the weekend.
The Half a Game initiative is currently sweeping across Wales and proving a major success. The scheme aims to give every young player at least half a game every weekend. WRU TV recently visited a festival in Narberth where clubs have fully embraced the initiative.
Both Bargoed and Swansea were seeking their first win of the Principality Premiership season this afternoon. It proved a fruitful day for the hosts - not only did they win, but Bargoed claimed a try bonus point.
Cardiff managed to keep their unbeaten record at home intact, but only just as Bridgend made them work extremely hard before the Blue and Blacks secured a hard fought Principality Premiership win at the BT Sport Arms Park last night.
Former Wales back row Andy Powell gives a guided tour of The Wern, home of Merthyr RFC, who are determined to prove a lot of people wrong and make their mark in their first season in the Principality Premiership.