Wane was appointed in February last year but his time in charge of the national side has been constantly disrupted by the Covid-19 pandemic.
He saw last autumn's planned Ashes series against Australia cancelled and, prior to this week, had only taken charge of one training session with his players.
The defeat at Warrington Wolves' Halliwell Jones Stadium will give Wane plenty to mull over before this autumn's Rugby League World Cup.
The All Stars had numerous players pull out of contention due to injuries and a Super League fixture pile-up, meaning that England internationals Jake Connor and Jermaine McGillvary represented the All Stars, coached by Tim Sheens.
Both players made their case to Wane with Connor setting up two tries and McGillvary scoring a fine effort at the start of the second half. Connor hobbled off in the second half as did Huddersfield Giants and All Stars half-back Aidan Sezer, leaving their clubs with more potential injury problems.
The All Stars had named Wakefield Trinity's Liam Kay and Featherstone Rovers' Junior Moors in their 19-man squad but both players missed the cut for the matchday squad.
Paul McShane made his long-awaited debut for England and produced one of the moments of the match as he showed remarkable pace to chase down McGillvary late in the first half.
Leeds Rhinos' Mikolaj Oledzki and Ash Handley were also handed their debuts by Wane with Tom Davies, Morgan Knowles and Joe Philbin among those earning their first England caps.
It turned out to be an unfortunate debut for Handley as he came off the bench only to be taken off with a head injury which he did not return from after failing a HIA.
Wakefield's Joe Westerman was back in the international side for the first time in almost seven years as he started at loose forward.
England finished the game with just 15 players as Bradford-born forward John Bateman was also forced off in the first half as he picked up an ankle injury.
Sam Tomkins captained the side after driving over 1,000 miles from the south of France to make himself available to play. Leeds forward Matt Prior co-captained the All Stars, who took the lead after five minutes in a back-and-forth contest.
Connor set up the opening try for Ken Sio as he took a pass from Sezer before finding his winger to plunge over in the corner.
It didn't take long for England to hit back when Liam Farrell crossed and it was the Wigan man who planted down for England's second to extend the lead.
It was a try that was made in Yorkshire, however, as Westerman found Luke Gale with an offload and the Leeds Rhinos man timed his pass perfectly for Farrell to crash over.
Connor was again involved as the All Stars responded with a third try. The Hull FC man drew in the defenders before finding Castleford's Peter Mata'utia - who produced a fine display on the night - to force his way over.
Then came the injury problems for Wane as Bateman and Handley limped off while Sezer kicked two penalty goals to edge the All Stars in front at half time.
McGillvary - who has 17 England caps - put the All Stars further ahead five minutes into the second half. It started with a ball strip from Mata'utia before the Huddersfield winger got past three defenders to score in the corner.
England responded well with Gale timing a pass perfectly for Morgan Knowles to burst through and score next to the posts.
The All Stars were next over the whitewash as Sio got his second try of the night as the ball was knocked back over the tryline by England defenders to allow the winger an easy finish.
Reece Lyne, back in England contention after dropping out of Wane's squad last year, set up England's fourth try as he found Davies to score in the corner on his debut to set up a tense finish. The Catalans winger had also driven from France in order to represent his country.
No further tries came as the All Stars recorded a narrow win in Wane's first fixture in charge.
England: Sam Tomkins; Tom Davies, Reece Lyne, Ben Currie, Tommy Makinson; Stefan Ratchford, Luke Gale; Morgan Knowles, Paul McShane, Mike Cooper, John Bateman, Liam Farrell, Joe Westerman. Subs: Ash Handley, Daryl Clark, Joe Philbin, Mikolaj Oledzki.
All Stars: Jake Connor, Ken Sio, Peter Mata'utia, Ricky Leutele, Jermaine McGillvary, Jackson Hastings, Aidan Sezer, Chris Satae, Nathan Peats, Matt Prior, Kenny Edwards, Kelepi Tanginoa, Luke Yates. Subs: Suaia Matagi, Pauli Pauli, Kruise Leeming, Andre Savelio.