The result at The Stoop saw Quins secure back-to-back successes to start the new season.
While Quins had to rely on 16 points from the unerring boot of Nick Evans, their high-tempo style was too much for Saints as the hosts went top of the fledgling table.
Quins did, however, fail to kick on after establishing a 16-point lead, allowing Northampton to get back in the game during the last quarter.
But O'Shea was pleased with his team's attacking vigour, as well as some dogged defence when Saints did launch a succession of powerful driving mauls late on.
"I was happier than I felt after last week's win at Twickenham because I stressed the importance of upping the tempo of our game, and the players delivered," said O'Shea.
"We lost a grip on our set-piece later in the game, but our defence stood firm in the face of some very intense pressure.
"I am delighted to go into the weekend top of the Aviva Premiership. But you win nothing this time of the season. Victory is a building-block.
"The players see all their hard work from pre-season rewarded and confidence grows as a result.
"We expected a physical battle and got one. We met it head on and, I believe, played with more adventure over the 80 minutes."
The hugely impressive Evans kicked 16 points as he landed all six of his shots on goal.
The former New Zealand fly-half has now scored from 13 consecutive goal-attempts in two games, further evidence that he has been overlooked by his country prematurely.
But then the same could be said for Lions and England wing Ugo Monye who scored a wonderful try, defended like a Trojan and impressed his boss.
O'Shea added: "Ugo wants to be down in New Zealand with England. He's very disappointed to be dropped from the squad, so the way the guy is playing for us says everything about the man's character."
Monye made no bones about it, adding: "I am playing with a point to prove because I am very disappointed to miss the World Cup after spending so long in the squad.
"But I am fortunate to be in such a wonderful club, where you are lifted and supported when your chin is down.
"And we have supporters here who make me feel 10 feet tall.
"This was a massive effort for us against a quality side and we are very pleased with the way we defended."
Northampton rugby director Jim Mallinder admitted he has issues with the fixture schedule, but refused to make excuses for his team's performance.
"When you play on a Sunday and again on a Friday night, it is not ideal. But this is about television schedules and we get on with it," he said.
"On the night, we made too many mistakes throughout the game, turned over too much ball and failed to dominate the collisions.
"Harlequins put us under pressure the way good sides can and we did not get into our pattern apart from when we scored our try in the first half.
"We did put them under pressure in the second half, but they defended well and we just were not playing well enough to turn that pressure into points."
Northampton's try on 23 minutes was superbly executed, and surprised a crowd who'd seen Evans fire the home side 6-0 up with two early goals.
Noah Cato and Stephen Myler were prominent during a succession of phases finished from close range by Greg Tonks.
But Evans kept adding to the scoreboard then Quins struck twice with tries by Joe Gray and Monye.
Penalties by Myler and his replacement, Ryan Lamb, were not enough to garner a losing bonus point, the most Saints deserved.
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