Besfort Zeneli made it 1-1 in the 35th minute of the Swedish meeting with Celta Vigo, where Williot Swedberg started. Zeneli ran onto a through ball and equalised.
A few minutes after the break, the 23-year-old midfielder scored again to make it 2-1.
In the 80th minute, Zeneli could have scored his third goal when he stepped up to take a penalty. But Celta Vigo's Romanian goalkeeper, Ionut Radu, went the right way and saved it.
Union Saint-Gilloise held on, and has started the Europa League league phase with ten points from four games.
On Wednesday, Zeneli's national team colleagues Alexander Isak (Liverpool) and Viktor Gyökeres (Arsenal) scored in the Champions League.
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