Heena was tied with five other shooters on a score of 385 out of a maximum 400, after the end of the qualification round where each shooter had to shoot 40 shots each.
However, she missed out on making the final after having shot 11 inner tens, which was the less than those who qualified. Four shooters with 385 progressed to the eight-woman final with higher inner tens.
Heena's compatriots in the women's 10m air pistol, Shweta Chaudhry finished 34th in qualification with a score of 378, while Annu Raj Singh ended her World Cup campaign in 55th position with a score of 375 after 40 shots.
The trio of Lajja Gauswami, Elizabeth Susan Koshy and veteran Anjali Bhagwat missed out on qualification for the finals in the women's 50m rifle 3 position event.
Lajja finished 16th with a score of 578, Elizabeth 20th with a total of 576, while Anjali could only manage a score of 566 to end up 57th on the list.
In this event, Pejcic Snjezana of Croatia bagged her second gold of the World Cup with a world record score of 463 in the finals.
In the men's 25m rapid fire pistol, the Indian duo of Olympic silver medallist Vijay Kumar and Gurpreet Singh shot identical scores of 278 in the first stage of qualification. They will be shooting in the second qualification stage on Tuesday in an attempt to reach the finals.
Image: Heena Sidhu