Yevhen Konoplyanka's second-half penalty meant Tottenham Hotspur left Ukraine empty-handed and needing to overcome a 1-0 deficit in the second leg.
But what did we learn about Tim Sherwood's side during the Europa League defeat?
Spurs have serious issues at the back...
If Tottenham are to achieve any sort of success this season - be it in the Europa League or finishing in the top four of the Premier League - their alarming issues at the back simply must be addressed.
Although a poor-quality pitch affected Sherwood's men last night (he did not hold back in his criticism of the ground after the game) the likes of Konoplyanka and Matheus found it all too easy to cause problems for Michael Dawson & co.
For once, Jan Vertonghen was one of Spurs' villains after conceding the late penalty that consigned Tottenham to defeat, while Kyle Naughton and Danny Rose were no better on a tough night in Ukraine. And if Spurs' back four can't handle the heat against Dnipro, how will they manage against even stronger sides both at home and abroad?
On current form, Soldado is no Adebayor
Another simple and obvious lesson for anyone watching last night was that, despite costing Tottenham £26 million in the summer, Roberto Soldado is no match for Emmanuel Adebayor on current form.
The Spaniard is no doubt a good player - but the 28-year-old's current form has left him with little to no confidence. As a result, he produced another miss of the season contender against Dnipro and, if Sherwood wants to ensure progression to the next round at White Hart Lane, he may have little choice but to start Adebayor instead.
Konoplyanka is the real deal - stop him or get knocked out
Whether or not Liverpool dodged a bullet by not signing Konoplyanka in January is irrelevant for Tottenham. All they should care about is the fact that, on a dodgy pitch, the 24-year-old was able to run riot and humiliate the Spurs back line time after time.
On a professional-standard ground at White Hart Lane, then, the Ukraine winger is likely to do even more damage against the likes of Naughton and Rose, so Tottenham's brief should be simple. Stop Konoplyanka and Dnipro become a manageable threat. Fail to deal with him again, though, and it could be curtains for Sherwood's European aspirations.
Europa League is no walk in the park
Any Spurs fans who thought they were handed a kind draw against Dnipro might have been reconsidering their judgements after last night's display. Although the north London side were fortunate not to draw the likes of Juventus, Napoli, Valencia and Porto, they were still presented with a challenging tie.
And their 1-0 defeat to the Ukrainian side confirmed the worst: at the risk of using a cliché, no game is an easy one - especially in the Europa League.
If Spurs can get past Dnipro - as a 1-0 deficit is far from insurmountable - the draw is unlikely to get any easier from hereon in.
Sherwood should prioritise top four
As a result, Sherwood might be wiser to prioritise a solid league run heading into the business end of the season. The Tottenham boss announced ahead of this week's tie that he would choose winning the Europa League over finishing in the top four - but the efforts and resources it will take to go all the way in the competition might be a stretch too far for the north London club.
They could end up European champions, of course, but the chances of doing so as well as finishing in the top four are exceedingly slim. Travelling across Europe on a Thursday night might not be worth it for Sherwood, then, especially if his side do not come away from the likes of Dnipro with a healthy scoreline.
What did you learn from Tottenham's 1-0 defeat to Dnipro?
image: © Jon Candy