Gloucester went on to beat the holders 17-0, but Wales midfield ace Henson injured his ankle and England World Cup winner Tindall picked up a knee injury. Both players left the action in the first-half.
And to make matters even worse for Lions coach Ian McGeechan, the Ospreys' Welsh lock Ian Gough also left the field along with England wing James Simpson-Daniel.
Both Henson and Tindall have had to fight their way back into the international reckoning this season after suffering major injury worries and the sight of Henson leaving The Ricoh Stadium on crutches was not good viewing.
Ospreys coach Sean Holley confirmed Henson's problem was not linked to the calf or ankle Achilles injuries he has suffered with for much of the past year, but there is now a doubt over his fitness for the Heineken Cup quarter-final against reigning champions Munster in two weeks time.
With Wales full back Lee Byrne already sidelined with an ankle problem that will almost certainly rule him out of the Thomond Park clash, the Welsh side are in the grip of an injury crisis.
"It's not the same foot as Gavin has been having problems with in the past. It looks like a bit of an ankle injury and he can't bear any weight on it at the moment," admitted Holley.
"We are a little concerned about it, but we will just have to wait and see what happens over the next few days.
"We don't know the extent of it, likewise with Ian Gough. We've got quite an extensive injury list now to contend with."
Gloucester frustrated the Ospreys throughout a close first-half and then struck at the death with an interception try from Iain Balshaw to clinch the victory that sends them to Twickenham for the final.
There they will meet Cardiff Blues, who pipped Northampton Saints 11-5 thanks to a first-half try from scrum half Jason Spice. It will be the third meeting of the season between the two sides as the Blues beat the west country outfit twice in the Heineken Cup.