Striker Romelu Lukaku scored a goal in each half as the talent-packed team looked determined to shake off its underachiever tag.
Belgium had gone into Euro 2016 in France as a title favorite, but lost 3-1 to Wales in the quarterfinals. The Red Devils were the favorites on Tuesday, and this time Lukaku delivered.
He headed home the opener in the 13th minute after Cyprus goalkeeper Konstantinos Panagi had parried a low shot from Thomas Meunier. In the 61st, Lukaku netted his second of the night, his 19th international goal.
Yannick Carrasco rounded off the scoring nine minutes from time, before substitute Michy Batshuayi had a last-minute penalty kick saved by Panagi.
Elsewhere, there were convincing victories too for Belgium's Group H rivals Greece and Bosnia-Herzegovina.
The hand of Belgium's new manager Roberto Martinez is already being seen in this win. The Spaniard enjoys a fast game and on eight occasions he encouraged Belgium players to circulate the ball more quickly.