Striker Richmond Boakye-Yiadom could not find the back of the net in Red Star Belgrade 2-0 win over FC Irtysh Pavlodar to progress 3-1 on aggregate.
The Ghana international scored in the second qualifying round first leg last week but was kept at bay in front of the home fans.
Boakye, 24, last the entire duration but compatriot Akwesi Frimpong was an unused substitute.
He has scored five goals in the previous three qualifying matches.
Red Star Belgrade will face Czech side Sparta Prague in the next qualifying round.
The first leg will be played in Serbia next week 27 July and the return encounter one week later.
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