Diego Costa scored his Spain first goal with David Silva, Paco Alcacer and Juan Bernat also on target as Luxembourg were easily beaten.
Silva scored midway through the first half when the ball was played forward and fell to the playmaker. Silva controlled well and lashed into the top corner from range.
Alcacer doubled the lead shortly before the interval when he was found by Silva's reverse ball, sweeping past the goalkeeper for his third international goal.
Costa, having passed up some good chances both here and in past games, finally got off the mark for Spain in the second half. A free-kick routine didn’t quite go to plan but still fell to Costa and he took out his frustration with an emphatic finish.
Bernat, on his debut, was set up by fellow debutant Rodrigo Moreno for a late fourth, the Bayern Munich full-back poking past the on-rushing goalkeeper after fine work by Rodrigo.
David De Gea replaced Iker Casillas in one of four changes from the side that started the defeat to Slovakia, with Alcacer’s goal against Slovakia giving him a start alongside Costa.
The changes meant Spain lined up with a midfield diamond, Silva behind the strikers and the full-backs, Dani Carvajal and Jordi Alba, exploiting the space ahead of them.
Chances were at a premium in the early going despite Spain’s dominance – and the increased tempo with which they circulated the ball as compared to against Slovakia. Costa’s header, pushed away by Jonathan Jourbet, was the closest La Roja came to a goal in the first quarter-hour.
Costa sent a few more efforts wide or high of Joubert’s goal, with the ‘keeper making a good reflex stop to deny the Chelsea striker again. But Jourbet had no chance from Silva’s explosive opener.
It got little better for Costa on the half-hour, sent clean through with just Jourbet to beat, the former Atletico Madrid striker spooned badly wide.
Luxembourg did come out of their shell a little, De Gea having to save one tame effort from the edge of the penalty area and tip a dangerous cross over the bar to prevent the ball dipping in for the equaliser.
Alcacer put daylight between the sides before half-time and the game after the break followed a similar pattern as to the first. Spain dominated, Luxembourg had the occasional foray forward, but the goals only looked like going to the team in red, although the tempo was less than frantic.
Costa at least livened up proceedings with his first Spain goal. Spain took a short free kick, Silva scuffed his shot, the ball bounced around until it fell to Costa six yards out and he blasted in.
Lars Gerson had a free header in the Spain six yard box and could have given Luxembourg a consolation when the visitors’ marking went awry. Instead it was Bernat on the score sheet after great awareness by Rodrigo, sealing a commanding win for Vicente Del Bosque’s side.
Luxembourg 0-4 Spain
Silva 26, Alcacer 41, Costa 69, Bernat 87
Luxembourg: Joubert; Chanot, Janisch, Jans, Philipps; Gerson, Martins (Turpel 60), Mutsch (Deville 86), Holter; Da Mota (Payal 75), Bensi
Spain: De Gea; Carvajal, Pique, Bartra, Alba; Busquets, Koke, Iniesta (Bernat 70), Silva (Pedro 70); Alcacer, Costa (Rodrigo 82)
Referee: Pawel Gil [POL]