The Blues, who have won the last two series, started brightly and opened up a 10-0 lead at the interval after tries from Damien Cook and Josh Addo-Carr.
Queensland hit back after the break as Alex Brimson, Xavier Coates and Cameron Munster crossed the whitewash.
Addo-Carr added a late second try, but the Maroons held on in Adelaide.
NSW won back-to-back series for the first time since 2005 last year, but they lost momentum after the break as Queensland came out inspired by their half time team-talk from former England coach Wayne Bennett.
Brimson got the ball rolling after latching onto a kick through, before Coates scored on his Maroons debut, while the dependable Daly Cherry-Evans recovered from an early penalty miss to kick all three conversion attempts.
Crucially, NSW missed twice off the tee and the exciting Addo-Carr scored his second from the holders' first attacking set of six, with only five minutes remaining at Adelaide Oval.
The second game of the three-match series takes place on Wednesday, 11 November in Sydney.
New South Wales: Tedesco, Tupou, Gutherson, Wighton, Addo-Carr, Keary, Cleary, Saifiti, Cook, Paulo, Cordner, Frizell, Trbojevic
Interchanges: Walker, Haas, Murray, Crichton
Queensland: Brimson, Coates, Gagai, Sami, Munster, Cherry-Evans, Welch, Friend, Papalii, Kaufusi, Hess, Faasuamaleaui, Capwell
Interchanges: Hunt, Collins, Arrow, Su'a