Al-Nassr, suffered a 3-1 defeat at the August 4 Stadium in Burkina Faso's capital Ouagadougou, in front of Burkina's champs Salimata et Taséré FC.
Salimata powered into a comfortable lead by finishing the first half with 2-0.
In the second half the hosts managed to power their grip by scoring another goal just before the 50th minute.
Al-Nasser's only goal came in the last 10 minutes by Emmanuel.
It is worth mentioning that the first leg game ended with a 1-0 victory for Nasser team, scored by Muataz al-Mahdi in the match held in Cairo.
With this result, Al-Nasr will end their African tour and their running for the CAF Confederation Cup in its 32nd round.
A crucial match is awaiting Libya's last representative Ahli Benghazi today with Algerian Nasr Athlétique de Hussein Dey in Algeria.