Sharks, hosting the game more than 9,000 kilometres away from their Durban home, struggled to contain French club Clermont in the first half.
Winger Joris Jurand outflanked the Sharks on left to touchdown twice in the first 19 minutes then Australian fullback Alex Newsome sidestepped through a gap on the other wing for a try after 29 minutes at the Stoop in Twickenham, home to Harlequins.
In the first half, Anthony Belleau kicked penalties and landed two of his three conversions for Clermont, a three-times winner of the competition.
The Sharks even with seven Springbok World Cup winners in their starting lineup barely crossed the halfway line in the first 40 minutes, but trailed only 28-18 at the break. Siya Masuku relentlessly punished Clermont indiscipline, landing six straight penalties, most from long range.
Belleau added a 48th-minute penalty, but momentum had begun to shift before Clermont scrum-half Bautista Delguy earned a 58th-minute yellow card for a knock on.
Vincent Koch burrowed over for a try that Masuku converted to close the gap to six points.
Immediately, Sharks fullback Aphelele Fassi earned a yellow for obstructing Jurand who was chasing a kick ahead.
Referee Luke Pearce discussed a penalty try with his assistants but opted to give only a kick at goal, which Belleau missed.
With 10 minutes left, Springbok winger Makazole Mapimpi broke through to touch down. Masuku completed his perfect afternoon with the boot by converting from wide on the left to put the Sharks one point ahead.
In Gloucester, the home team quickly took control in the set pieces and jumped into an early lead with tries by fullback Josh Hathaway and hooker Seb Blake.
In a game in which both teams looked better on attack than in defence, each time Treviso cut the gap, Gloucester hit back to restore the two-score cushion.
For the home team, fly half Adam Hastings, who also kicked 13 points, touched down twice and lock Freddie Clarke galloped 50 metres to score from an interception.
Gianmarco Lucchesi came on at hooker for Treviso at half time and touched down twice. Rhyno Smith also scored a try. Tomas Albornoz kicked eight points.
Gloucester sit second-bottom in the 10-team English Premiership, but won the English Premiership Cup in March and have reached their fifth final in the second-tier Challenge Cup.
"It's outstanding. After a really tough season to reach a final shows we can still fight," said Gloucester No. 8 Zach Mercer.
