During 2013–14 Heineken Cup, O'Shea led Quins to second in their pool, 9th overall dropping them down to the quarter-finals of the 2013–14 European Challenge Cup. After beating Stade Français 29–6, they failed to progress past the semi-finals after being defeated by Northampton Saints 10–18 in what was an all-England semi-finals. In the Premiership, Saracens beat Quins 31–17 in the semi-finals, while they also failed to get out of their group in the 2013–14 LV Cup. Harlequins dropped even further down the table during the 2014–15 Aviva Premiership, finishing 8th overall, which also meant they dropped out of the top flight European tournament. Quins did, however, make it all the way to the final of the 2015–16 European Rugby Challenge Cup, but were defeated by Montpellier 26–19, which was O'Shea's last match in charge of the team. On 20 January 2016, Harlequins announced that he would be leaving the club at the end of the season, after 6 years in the Director of Rugby role.