A rRARE double failure from Steve Smith has given Queensland the slimmest of chances on the final day of their opening Sheffield Shield clash with NSW.

Smith came within inches of a shock pair after surviving an LBW shout on his first ball of the second innings before a two-ball brain fade sunk him on 21 after the lunch break.

The master batsman raised eyebrows with a wild swing-and-miss at Michael Neser's first ball after lunch and snicked off to Jimmy Peirson the following delivery.

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The red-hot Neser struck again with his first ball of the 12th over to remove Moises Henriques for 8 to leave NSW teetering at 3-40.

Earlier, Neser got his side off to the best possible start by removing first-innings century maker David Warner for a golden duck.

The right-arm seamer lured Warner into a tentative push which flew off the edge towards a diving Usman Khawaja at second slip.

Khawaja's grab prove the lift needed after a wasteful start with the bat on day four that saw Queensland add just 82 runs to their overnight score.

Kicking off proceedings at 5-186, the Bulls crawled to a 200-run total before Jimmy Peirson shouldered-arms a searing Trent Copeland delivery on 33.

Marnus Labuschagne (52) was next to go, edging a rising Mitchell Starc delivery to Peter Neville after making his second half-century of the match as Queensland slipped to 7-210.

Neser (36 from 61) combined with Cameron Gannon (19 not out) for a steadying 48-run partnership before falling prey to a leading edge off the bowling of Harry Conway, who took little time in cleaning up Bulls tailenders Mark Steketee (6) and Billy Stanlake in the 92nd over.

NSW were 5-66 at drinks with Daniel Hughes (28 from 70) and Peter Neville (1 from 15) at the crease.