Lyon, who enjoyed a 4-0 opening-day win over Nice, had to come from behind after Ryad Boudebouz put the hosts ahead, but Yassine Benzia's first Ligue 1 goal, followed by strikes from the in-form Alexandre Lacazette and Yoann Gourcuff, ensured Remi Garde's men took the three points.
Sochaux got off to the perfect start, taking the lead from the spot after seven minutes through Boudebouz after Cedric Bakambu was felled by Milan Bisevac.
Lyon were level 28 minutes later when Benzia was slipped in neatly by Gourcuff, before the 18-year-old striker expertly swept the ball into the top corner past Simon Pouplin.
Intricate play outside the box then helped Lyon edge ahead shortly before half-time, with Clement Grenier, Benzia and Lacazette exchanging neat passes in the build-up before the Frenchman rifled home a low drive.
Three minutes after the break, Gourcuff himself got on the scoresheet, curling a strike past Pouplin after being given too much space by the hosts' defence to put a seal on the result.
Boudebouz forced two good saves from Anthony Lopes in the second half but there were to be no more goals, with Lyon continuing their winning start to the 2013-14 campaign.