After being forced to get subbed off with a head injury in last weekend's 5-3 win over NEC, Armando Obispo returned to PSV's starting lineup, along with Ryan Flamingo and Yarek Gasiorowski, who started at left-back in the absence of Mauro Junior and Kiliann Sildillia.
Royale Union Saint-Gilloise, who made their UEFA Champions League debut 128 years after the club's founding, started without forward Raul Florucz, who sat out a European suspension, and Englishman Ross Sykes. Kevin Rodriguez replaced Florucz and filled the right wing, whereas Christian Burgess replaced compatriot Sykes at the back.
Ismael Saibari got an early chance to put PSV in front, but failed to convert on a big chance. Instead, the home side conceded an early penalty when American striker Ricardo Pepi dropped back to help in defence and booted Burgess in an attempt to clear the ball.
Canadian striker Promise David stepped up and stayed calm, slotting the ball in the left corner of Matek Kovar's goal.
PSV winger Ruben van Bommel, who became the second Van Bommel to feature in the Champions League after his father, Mark van Bommel, was the next to take Kjell Scherpen's goal under fire, but his thunderous effort smashed against the crossbar.
Another mistake from Ricardo Pepi proved very costly again, as the American lost possession in midfield and got Anour Ait El Hadj the chance to embark on a dribble that crossed the entire PSV half and ended with a goal, beating Kovar at the Czech's near post.
After his costly miss in the first half, Saibari missed an even bigger chance ten minutes into the second half. A carefully crafted attack saw Guus Til launch the ball across Union's box and towards Saibari, who blasted the ball wide in front of a wide-open goal.
Unable to change the momentum, PSV played a quiet second half as Union came close to the 3-0 via Anan Khalali and Ousseynou Niang, but could not find a third goal before the 80th minute.
Because in the 80th minute, centre-half Kevin Mac Allister, Liverpool midfielder Alexis' brother, added a third for the Belgian champions after Burgess extended a corner, giving Mac Allister the chance to put the ball in an empty net.
The goal worsened PSV's already worrisome situation after striker Myron Boadu, who joined the Eindhoven outfit after Alassane Plea suffered a long-term knee injury, was forced to leave the pitch seven minutes into his cameo due to an injury.
PSV eventually got on the board with a consolation goal in the 90th minute, when Guus Til profited from a failed clearance and finished a one-on-one with Scherpen.
It was a goal merely for the history books as Union Saint-Gilloise celebrated a historic win in Eindhoven, where they grabbed their first UEFA Champions League win in club history. The Belgians continue their European campaign in two weeks, when Newcastle United will visit Brussels on October 1st.
PSV, meanwhile, lose their fifth Champions League opener in a row and will need to clean up their flaws before visiting Bayer Leverkusen on October 1st, when the Eredivisie champions play their next European game.
Flashscore Man of the Match: Christian Burgess (Union Saint-Gilloise)