Despite and improved second half showing, goals either side of the break from Kevin Smith and Anton Dowds saw the Fifers leave Ochilview with all three points.
The conditions were horrendous as a bitterly cold wind whipped across the park.
East Fife used it to their advantage early on with Scott Agnew’s corner kick almost looping into Graeme Smith’s goal.
The Methil side had the best of possession and took a deserved lead shortly after the 20 minute mark when Smith stooped to head home an Aaron Dunsmore cross.
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It was almost 2-0 a matter of minutes later when Agnew tried his luck from distance only for his effort to clear the crossbar.
The hosts failed to register a single shot on target during the opening half with the Methil side only having the one themselves, which they had scored from.
It summed up and opening 45 in which both sets of players deserved medals for being able to play in such torrid conditions.
Stenny had their best spell in the game midway through the second half and were unlucky not to pull level through Mark McGuigan.
They stayed on the front foot, forcing the Fifers to defend deep, and Kieran Gibbons hauled a save out of Brett Long.
Dowds was introduced from the bench by boss Darren Young and he almost had an immediate impact, pulling a decent close range stop out of Graeme Smith.
He wouldn’t be denied a second time, netting a goal worthy to win any game.
Scott McBride cleared a long ball forward which Dowds plucked from the air with an excellent first touch.
It allowed him the chance to race clear on goal and beat Smith.
For Colin McMenamin there were positives he could take from the performance.
He said: “The first half, as much as there wasn’t much in it, East Fife probably had more of the ball.
“The second half we tweaked it and got Harry Paton and Kieran Gibbons a bit higher and put them under pressure.
“We should have scored a couple at that point in the game.”