The paper provides an extension, to fractional order Sobolev spaces, of the classical result of Murat and Brezis which states that the positive cone of elements in $H^{-1}(Omega)$ compactly embeds in $W^{-1,q}(Omega)$, for every $q < 2$ and for any open and bounded set $Omega$ with Lipschitz boundary. In particular, our proof contains the classical result. Several new analysis tools are developed during the course of the proof to our main result which are of wider interest. Subsequently, we apply our results to the convergence of convex sets and establish a fractional version of the Mosco convergence result of Boccardo and Murat. We conclude with an application of this result to quasi-variational inequalities.