Descent 2nd Edition Rulebook, Page 15, Conditions wrote:
Some abilities and effects have the chance of inflicting conditions, such as Poisoned, upon heroes and monsters. Additionally, some attacks have a [surge] ability featuring a condition (such as Disease, Immobilize, Poison, or Stun). If the attack deals at least 1 [heart] (after rolling defense dice), the target suffers the listed condition.
In the example in the original post, the attack roll is worth three hearts of damage and the defense roll is worth three shields of defense. Damage is totaled to zero, so no condition can be dealt to the target.