Quins lost a scintillating encounter 17-15 against Gloucester at Kingsholm and O'Shea struggled to conceal his anger after a Quins try was disallowed for a knock-on just before half-time. It would have taken them 19-3 in front following earlier tries by hooker Rob Buchanan and wing Sam Smith.
"It was a try, which would have made it 19-3. That's life," O'Shea said. "I can't wait to talk to Ed Morrison (the Rugby Football Union's elite referees' manager), but you don't want to be talking about that now after watching what was a cracking game of rugby."
He went on: "I am devastated for the players. Both teams were magnificent in the way they went about the game, with massive ambition. It was like two heavyweight boxers slugging it out, and that's the way to me you want rugby played.
"There is so much I want to go into about that game, but you don't want to take away from the game.
"If we play like that for the rest of the season, we will be very happy because I think we will be right where we need to be."
Gloucester rugby director Nigel Davies said: "It is an important result in terms of our season and our challenge, not only from the performance and the result, but the springboard it might allow us for our remaining games.
"If we hit our straps, who knows? We will take each game as it comes - there is a lot of hard rugby to be played.
"I was delighted with the style and ambition we showed, and more than anything the work-rate of the players.
"The way we moved the ball, the fluency in our attack for large periods of the game and the intent was remarkable. The boys worked so hard for each other."