Tony Popovic's team, trailing 2-0 to Naoki Ishihara's brace early in the second half at EDION Stadium, looked to have earned themselves a crucial foothold through Tomi Juric's 76th-minute penalty.
But they will face a tough task to overturn the deficit in the return fixture at Pirtek Stadium next Tuesday after conceding a soft third goal to Kosei Shibasaki in injury time.
The visitors had found themselves under pressure in the opening exchanges, as they struggled to implement the pressing game which has served them so well at home and abroad.
That may have been a consequence of unfamiliarity rather than any lingering disappointment from their Grand Final defeat to Brisbane Roar on Sunday.
Popovic retained just two starters, goalkeeper Ante Covic and Matthew Spiranovic, from the painful extra-time loss, the latter pushed forward from his usual role in central defence to holding midfield.
Although Sanfrecce were dictating terms from kick-off, they struggled to create a clear-cut opportunity.
Yojiro Takahagi fired off a long-range warning shot in the sixth minute, while Ishihara wasted a good ball over the top by shooting wildly over the bar on 12 minutes.
Yoshifumi Kashiwa initially caused left-back Dean Heffernan plenty of problems out wide, but the Wanderers slowly settled into the game and the hosts' forays forward became less frequent.
Western Sydney enjoyed a half-chance of their own in the 17th minute when a toe-poked Spiranovic effort squirmed just wide of the post.
With six minutes to go before the break they threatened again, but Labinot Haliti couldn't make solid contact with Shannon Cole's cross to the back post.
Sanfrecce rediscovered their earlier vigour after the break, and were rewarded in the 52nd minute. Kashiwa succeeded in getting down the flank and into the box, setting up Ishihara to tuck home a well-taken strike from the centre of the penalty area.
There was no let up from the Japanese champions, and they doubled their lead five minutes past the hour mark.
There was an element of opportunism about the second goal, but it was undeniably a brilliantly taken strike. A loose ball from a rebound fell to Ishihara just inside the area, the forward chipping an exquisite first-time finish over a helpless Covic and into the back of the net.
Popovic threw on all three of his substitutes in a bid to wrest back control of the game. But the Wanderers struggled to mount a meaningful threat in the second half, and they had Juric to thank for creating something out of nothing.
On 76 minutes the promising young striker ran at the Sanfrecce defence and went down under a challenge just inside the box, convincing the referee to point to the spot despite strident protests from the home team.
He made no mistake from 12 yards out, dispatching a low, hard strike which looked set to prove crucial to Western Sydney's hopes of reaching the quarter-finals.
But there was a further sting in the tail for Popovic's men. Usually reliable goalkeeper Covic was deceived by the flight of Shibasaki's free-kick from out wide, and with his defence also failing to clear the routine delivery, the ball somehow ended up in the back of the net, leaving the Wanderers to endure late heartbreak for the second time in the space of four days.
