Wales went down after just two minutes through a try from full back Nandipa Metu. Welsh Fly half Stacey Saunders pulled three points back in the eighth minute when EP were penalised for offside. But EP added further points when South African lock Monica Peterson intercepted the ball from a Welsh lineout and broke through to score in the corner.
Stacey Saunders added a further penalty before half time to bring the score to 10-6.
The Eastern Province scored in the opening minutes of the second half through Minki Newadi. Scrum half Ella Erasmus converted. Winger Newadi added her second try of the night in the closing minutes to bring the final score to 22-6.
The Eastern Province are the strongest provincial side in South Africa having only lost one game in three years. It was a disappointing start to the tour for Wales but the Welsh squad will be fired up for the first test against the Springboks on Saturday.