The Middle Eastern side battled valiantly but became the first country knocked out of the competition after the Netherlands drew 1-1 against Ecuador.
But African champions Senegal are up and running in Group A.
Boulaye Dia broke the deadlock four minutes before half-time, slamming home to punish Boualem Khoukhi’s miscued clearance.
Looking to hit back in the second period, Qatar’s hopes were dashed when former Bristol City striker Famara Diedhiou rose to flick in a glorious header just three minutes after the break.
Watford’s Ismaila Sarr had an early chance on his 50th cap but struck into the side-netting, while Idrissa Gueye of Everton’s rasping drive went narrowly wide.
Qatar felt they should have had a first-half penalty when Akram Afif was bundled over in the box by Sarr, but referee Antonio Lahoz pointed only for a goal-kick, much to the anger of the home supporters.
Chelsea goalkeeper Edouard Mendy made stunning reflex saves to deny Almoez Ali and Ismail Mohamad, but he could do nothing about Mohammed Muntari’s powerful header.
Qatar were searching for the equaliser, but Bamba Dieng stroked in to deflate the home following and leave their team bottom of the group without a point after two games played.