Sale overcame a second-half Ospreys fightback to claim victory in the Heineken Champions Cup opening round in Swansea.
Tries from Rohan Janse van Rensburg, Ewan Ashman and Jean-Luc du Preez gave Sale a 21-3 half-time lead.
Ospreys responded with a Luke Morgan try as Lood de Jager and Ben Curry were shown yellow cards.
Sale secured victory despite not scoring any second-half points, with England flanker Tom Curry outstanding.
The defeat came at the end of a difficult week for Ospreys after hooker Ifan Phillips suffered life-changing injuries in a motorcycle collision which has cut short his career.
Team-mates warmed up with the number 2 and Phillips written on their training jerseys to recognise him.
The hosts welcomed back Adam Beard, Gareth Anscombe and Mat Protheroe from the side that beat Ulster but flanker Jac Morgan was a late withdrawal.
Sale named three sets of siblings in their matchday squad. Identical twins Jean-Luc and Daniel du Preez and Tom and Ben Curry were named together in the pack, while Sam and Luke James provided backline cover on the bench.
It was another Sale back, centre Van Rensburg, who opened the scoring after powering through some poor attempted tackling from Ospreys' Michael Collins and Owen Watkin.
A searing Protheroe counter-attack lifted the home side before Anscombe kicked the opening Ospreys points.
Sale responded with a second try from hooker Ashman following a driving line-out. The visitors' pressure was incessant and second-row Du Preez charged over for a further score.
Ospreys' attempts to batter down the Sale defence with their own driving maul proved futile as they were continually repelled with some ease.
This was despite the visitors losing South Africa lock De Jager to a yellow card for persistent offending.
Ospreys returned in the second half with Josh Thomas on for Anscombe, who failed a head injury assessment after taking a heavy hit in a tackle from Tom Curry at the end of the first period.
Protheroe again proved the Ospreys' main attacking outlet with another fine break, but he could not then gather a loose return pass from Rhys Webb with the Sale line begging.
The hosts scored with a well-worked scrum set-piece move as a superb Webb long pass found Morgan who cantered in unopposed and Gareth Thomas converted from the touchline.
Ospreys then lost another Wales international back in wing Alex Cuthbert to injury, which prompted a reshuffle with Collins switching from centre to full-back, Protheroe to wing and Tiaan Thomas-Wheeler coming into midfield.
Sale continued to infringe with the home side initially maintaining the fruitless policy of trying driving line-outs rather than kicking at goal.
That tactic briefly relented when the increasingly dominant Ospreys scrum yielded another penalty which Thomas slotted over.
Sale then saw Ben Curry sent to the sin-bin, while his brother Tom came off with a back injury.
Again Ospreys opted to ignore the three-point option and Sale cleared their lines.
England scrum-half Raffi Quirke almost claimed a bonus-point try but was deemed to have knocked-on over the Ospreys line, although it had no impact on the outcome of the game.
An official Sale social media account also accused Protheroe of diving in the 77th minute following a challenge by Luke James, an accusation later rejected by Protheroe.
Ospreys travel to face Racing 92 next weekend while Sale host Clermont.
Ospreys head coach Toby Booth: "The pleasing things was that in the second half we were aggressive.
"The frustration was we had six minutes of red zone territory that we did not turn into points. They had two minutes and converted.
"Ultimately it is the scoreline that counts. They were clinical, we weren't."
Sale director of rugby Alex Sanderson: "We came away with a win down in south Wales on a wet day in a big competition, so I am happy with the outcome.
"There were things we could have done better in terms of our performance. An 18-4 penalty count, playing with 14 men for nearly 20 minutes.
"We did the fundamentals well in that first 25 minutes. We were clinical in the Ospreys' 22, which is something we had been working on. We were physical in that area back to our best defensively.
"If we had continued to play in the right areas, and had better discipline, we should have got those four tries."
Ospreys: Protheroe; Cuthbert, Collins, Watkin, L Morgan; Anscombe, Webb (capt); G Thomas, Parry, Francis, R Davies, Beard, Griffiths, J Morgan, M Morris.
Replacements: Taione, N Smith, Botha, Regan, Roots, Morgan-Williams, J Thomas, Thomas Wheeler.
Sale Sharks: Hammersley; Roebuck, R du Preez, Janse van Rensburg, Yarde; MacGinty, Quirke;Rodd, Ashman, Schonert, J-Luc du Preez, de Jager, T Curry (capt), B Curry, D du Preez.
Replacements: Taylor, Harrison, Oosthuizen, J-P du Preez, Dugdale, Warr, S James, L James.
Referee: Andrea Piardi (Italy)
Assistant referees: Manuel Bottino & Filippo Russo (Italy)
TMO: Stefano Penne (Italy).