It was the first game with new coach Slaviša Stojanovič in charge, and though North Macedonia (until recently playing as Macedonia) is an accomplished side, it was a disappointing start to his reign.
Eljif Elmas scored two goals for North Macedonia, with Egzijan Alioski also scoring a goal.
Even when Latvia did find the net, the scorer was also a North Macedonian - an own goal by Darko Velkovski. Adding further woe, Latvia's Andrejs Ciganiks was sent off in injury time at the end of the game.
Latvia will play its next qualifier on Sunday at Poland, which opened the qualification tournament last night with a 1:0 win against Austria.
Latvia is in the EURO 2020 qualification Group G together with Poland, North Macedonia, Austria, Israel and Slovenia.
The top two teams in the group will qualify for EURO 2020. You can read the full results and qualifying schedules at the UEFA website.