Danny Cipriani scored all of Sale's six points in the first half, through two successful penalty kicks, with the home side unable to add to their tally in the second.
Jonny Wilkinson planted four of his six penalties for the away side, with David Smith securing their lead with a first half try.
The two teams went into the match with rather contrasting forms; Sale remain at the bottom of the Aviva Premiership league, while Toulon top of their French league with just just two losses this season.
Having lost four of their last five games against French side's in the Cup, Sale were psychologically up against it from the start. But following their performance against Northampton Saints in the league last week, they played a much stronger game this time round.
Danny Cipriani got the home team off to a positive start, successfully scoring his first of four attempts, just minutes after Wilkinson failed his.
Penalties appeared to set the theme for the first half, with 12 of the 17 points gifted from them.
Cipriani and Wilkinson took the limelight in the first half, taking four penalties each, both only managing to score from two of them.
With a penalty either side, Toulon put some daylight between the tightly-contested teams, with just over 10 minutes of the half remaining.
A gutsy run from Smith lead to a clear touch down for the away side. Smith's pace was evident as he went untouched, leaving Sale's defence adrift and five points behind.
A missed conversion from Wilkinson left Sharks within a manageable distance for Cipriani to capitalise on, four minutes later, with his fourth penalty kick.
Toulon refused to let the home team close in on their gap, and with just less than five minutes of the half to go, regained their five point advantage in aid of a Wilkinson penalty.
Sale finished half time 6-11 down and although a better start than last week, they were failing to follow up on any pressure they applied.
Sale showed maturity in their play, but with field positioning problems, were unable to work their way towards their own try line, resulting in a goal-less second half for the home team.
With 10 minutes of the second half gone, Wilkinson added to his penalty tally, putting a bit of daylight between the two teams for the first time.
Fifteen minutes to go, Toulon looked to strengthen their lead as they held a scramble just centimetres away from their touch down zone. But Sale managed to hold off the mass heap of players and a clearance kick gave fans a massive sigh of relief.
Wilkinson cemented the French side's lead with just five minutes to go, as he hammered his fourth penalty through the posts.
Read Sale Sharks' official match report from Sharks v Toulon.
By Bryony Pearce - @BryonyPearce18 on Twitter
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