In a first half dominated by the visitors, both Jon Mills and Ed Jackson touched down and Ross made five successful kicks as Welsh built a 23-9 lead.
Danny Cipriani responded with three penalties in a poor Sharks showing.
Ross stretched the lead in the second half before the hosts hit back through a Tom Brady try and a Nick Macleod three-pointer. However, it was not enough as they fell to their fourth defeat of the campaign.
The Sharks were error-ridden and lacked structure while Welsh were controlled and took their early chances with superb efficiency.
Ross got the visitors off to the perfect start when he kicked an early penalty after the hosts had strayed offside, before they went 10-0 up with a close-range try.
Once again, Sale were the architects of their own downfall, allowing the Oxford-based outfit to build pressure, and they subsequently folded as Mills touched down after several phases, with fly-half Ross converting. But with Cipriani in decent form with the boot, he managed to reduce the deficit to seven points. However, last season's Championship play-off winners continued to play with exceptional composure and accuracy.
After Cipriani and Ross both bagged penalties for either side, and with the half drifting towards its conclusion, Jackson popped up for his second try in two games, Ross adding the extras, to give the Exiles an impressive 14-point cushion.
Cipriani was replaced after 52 minutes, Nick Macleod taking his place, to end what was a frustrating evening for the England international. But the change seemed to do the trick as the Sharks finally found some fluency. After a period of pressure on the visiting line, Brady went through one tackle before touching down.
Macleod converted as Sale reduced the arrears to 26-16 with just over 20 minutes to go. He then added a further with three more points, but Welsh sealed the win when Ross completed a fine personal performance with another from the tee.