Luxembourg capitulated in the dying minutes of their Nations League match against Montenegro, as Fatos Beciraj converted a penalty.
The Red Lions could not repeat their success against Azerbaijan, as they faced Montenegro at home on Tuesday night.
Despite creating several good chances throughout the game, Thill, Rodrigues and Sinani saw their efforts thwarted, with the latter narrowly missing a strike from 25 metres.
Luc Holtz's team was then reduced to ten men after Christopher Martins Pereira was sent off in the 84th minute. A penalty converted by Montenegro's Beciraj, after a missed save by Moris, sealed the deal.
Luxembourg are now level with Azerbaijan in second place in Group 1, League C.