After the friendly with Iraq was recently cancelled, Roberto Martinez had hoped that his players would build some confidence with a strong performance against Egypt.
However, the 2021 Africa Cup of Nations runners-up found them two goals ahead after strikes from Mostafa Mohamed and Trezeguet either side of half time.
While Lois Openda halved the deficit in the final quarter, Belgium could not get back on level terms, making it just four wins from eight matches in 2022.
Although Romelu Lukaku was a well-documented absentee, Martinez named an otherwise strong starting lineup, including the likes of Thibaut Courtois, Kevin De Bruyne and Eden Hazard.
Mohamed Salah lined up in the opposition's side, but he was not required for the first goal as Mohamed curled the ball past Courtois from distance after capitalising on a mistake from De Bruyne.
Moments after the restart, Salah played a key role in Egypt doubling their lead, the Liverpool star sending a delightful through-ball to Trezeguet who held off the attention of the defender before firing past Courtois.
After Martinez made more alterations, taking the total to five, Belgium got themselves back in the contest when Openda smartly converted from close range after meeting a Yannick Carrasco cross.
However, Egypt were able to hold on for the victory, extending their own winning streak to three matches since losing to South Korea in the summer.
Belgium now move onto their Group F opener with Canada on November 23.