Bevis Mugabi's defensive lapse led to the shock of Motherwell in the opening game of the conference.
The Irish side won the first leg at Fir Park.
The only goal was given by Mugabi's poor pass-back.
Max Mata had two late chances to add to the lead, but his shot was pushed away.
The Norwegian side earned a goalless first-leg draw in the Czech capital in order to advance to the next round.
In the previous round of the League of Ireland's premier division, Sligo defeated Bala Town. Motherwell made their first competitive outing of the season when they faced the visitors.
The home defence missed from a free-kick and Liam Kelly needed to make a good reaction save to smother Lewis Banks' close-range effort.
A moment of slackness in the Sligo rearguard allowed Kevin van Veen to slalom forward, but his pass across goal just missed Josh Morris, who had earlier hit the side-netting. The shot was gathered by McNicholas.
The goal was scored on 27 minutes when Mugabi, under no pressure at all, made a mistake and Kelly picked up the ball and scored.
Motherwell had more possession for the rest of the first half but rarely threatened as a stretching Shields could only stab wide from inside the six yard box.
McNicholas was off his line quickly to block a run by Van Veen after the restart. After dealing with the Morris free kick, the goalkeeper made a great save from the Slattery strike.
William Fitzgerald's head went wide after a slick move from the visitors, and the home fans booed.
The jeers were relieved when Mata got the ball stuck under Kelly's feet.
Mata had a great chance to score, but his back-post attempt was not able to land.
The goal we gave away has hurt us. I thought we moved the ball better after the goal after they sat in and tried to hit us on the counter.
The second half was the same, but we couldn't find that clinical touch. It was not due to a lack of effort. It was a performance that should have been enough to win the game.
The result is one of the biggest in the history of Sligo. It was a deserved win and the club's fifth win in Europe.
They probably underestimated us but we had to play to our potential and cause them problems.
It's going to be very difficult to get through. We'll be analysed by Motherwell and they'll pick holes in our game. We are only at half time.