Canada held the edge in possession, having controlled the ball for 55 per cent of the match, but Norway held an 18-13 advantage in shots.
Canada is now tied for second place in Group C with Norway in points (3).
"We should have played with more discipline tactically and try to avoid the mistakes individually and follow what we had planned," Canada coach Andrew Olivieri told FIFA.com.
"We could have tried to save one point. But I don't think it would have been the right thing to do."
Canada's Jenna Richardson opened the scoring in the 44th minute, breaking through on a great run to avoid an offside call and putting the ball just under the outstretched arms of Norwegian goalkeeper Nora Gjoen.
However, the lead was shortlived as Hegerberg's younger sister Ada replied in the 52nd minute to level the game at 1-1.
Richardson and Adriana Leon provided Canada with numerous chances in the first half, but the former's goal was all the Canucks could muster.
On the defensive side, Canada struggled to keep up with the likes of Norway's Caroline Hansen, who proved to be a thorn in the side of the Canucks throughout the match with her elusive dribbling and setting up both of Norway's goals.
Canadian keeper Sandra D'Angelo stood tall on a penalty kick by the younger Hegerberg to keep her squad in the game, but Ada had the last laugh with her goal.
Korea DPR rocks Argentina
The Canadians fell to 1-0-1 in Group C after opening with a 6-0 win over Argentina, but will be in tough in their next match against Korea DPR on Monday (CBC, CBCSports.ca, 6 a.m. ET).
Kim Un Hwa scored five goals to lead the Koreans to a 9-0 rout of Argentina in Thursday's other Group C match. Kim Su Gyong had a hat trick and Yun Hyon Hi scored the other goal for the 2006 World Cup champions.
Elsewhere, substitute Lina Magull scored an injury-time winner as defending champion Germany beat Ghana 1-0.
Magull, who came on in the 83rd minute, took a perfect pass from Dzsenifer Marozsan and beat Ghana goalkeeper Patricia Mantey with an angled left-footed shot in the first minute of injury time as Germany improved to six points in Group D.