In the second leg of the domestic cup clash, Unai Emery's side made quick work of their visitors to secure their place in the next round
An attacking effort with goals from Victor Ruiz, Jonas, Roberto Soldado and Ever Banega allowed Los Che to clinch the victory with little trouble after a goalless draw in last week's first leg.
Things got going early as Cadiz had the ball in the Valencia net via Ikechi Anya after just four minutes when he beat Vicente Guaita on the left with a close effort, but he was ruled offside.
A minute later Pablo Hernandez sent in a lofted cross into the far side of the box and Victor Ruiz headed home to score his first goal for the club and give the Primera Division outfit a 1-0 advantage.
A back-and-forth contest saw each team create chances going forward, but Valencia managed to withstand the visiting side's attacks, while cushioning their lead.
With just under 20 minutes to go in the opening half, the hosts found their second thanks to Jonas.
The former Gremio man played Pablo at the top of the box, and the winger delivered a rolling cross from the byeline for the Brazilian to tap home from close range with ease.
With the first half nearing its end, Soldado made it 3-0 with a quality header at the back post, finishing low from a cross from Pablo Piatti out wide.
After the break, Valencia, who saw Dani Parejo and Aritz Aduriz come on for Jonas and Soldado respectively, continued to look for more as Cadiz were on their heels.
The team's fourth came thanks to Banega in the 68th minute, when the former Boca Juniors midfielder marched into the box and finished with a low effort to add to the festivities and cement the victory.
Unai Emery's men will now rest during the holiday season before returning to action on January 8 when they travel to play Villarreal in league action.