The Basque outfit got their Liga campaign off to the perfect start by beating the capital club as they prepare for their Champions League qualifying play-off on Tuesday
Carlos Vela netted the first goal just before half-time with a delightful chip and then set up Haris Seferovic for the clincher with 20 minutes remaining.
The win continued Sociedad's good form from last season, when the Basque club finished fourth; their highest position in La Liga in 10 years.
It was a good day for the Basque clubs in Spain as Athletic Bilbao also started with victory under new coach Ernesto Valverde, beating Real Valladolid 2-1.
Markel Susaeta gave his side the lead away from home just before the half-hour mark with a powerful drive, following a fine pass from Benat Etxebarria, but the hosts hit back just three minutes later when Patrick Ebert scored from Oscar Gonzalez's cut-back.
Athletic scored the decisive goal five minutes into the second half thanks to a half-volley from Iker Muniain after a sliced clearance from a Valladolid defender had come back off the post.
In the third match of the opening day of the La Liga season, Valencia defeated Malaga 1-0 thanks to a 64th-minute goal from captain Ricardo Costa.