The Real Madrid star scored one and forced another four goals as the home side inflicted a 6-0 defeat on the World Cup finalists in their Nations League clash.
Spain's World Cup campaign ended in chaos and disappointment, as they lost to hosts Russia on penalties in the last 16 after coach Julen Lopetegui was sacked on the eve of the tournament for holding talks with Real Madrid without informing the Royal Spanish Football Federation (RFEF).
With victories over England and Croatia this international break under new manager Luis Enrique, Asensio thinks they have recaptured some of the good vibes they felt before the World Cup.
"The truth is we had a great game. We concluded a very good international break," he told TVE.
"We needed to recover those feelings we had. We played two big games, our fans supported us, and it's nice to play here.
"Whenever I'm on the pitch, I try to do my best. We had a great game, on a collective level especially. We defend and attack together.
"We've played against teams who got very far in the World Cup. These games are important to reach the final phase."
3 - Marco Asensio is the second player to assist three goals in a game for Spain in the last 10 years (Nolito vs Liechtenstein in 2016). Stellar. pic.twitter.com/BbgtFYBOVN— OptaJose (@OptaJose) September 11, 2018
Luis Enrique was thrilled with the way his side performed, including debutants Jose Gaya and Dani Ceballos, and described Asensio's shooting ability as "unique".
"It's difficult to overcome a team who presses like Croatia," he said to Teledeporte. "They had the chance to score, but then we were superior.
"The attitude of all the players was very good. Asensio scored two amazing goals. He has a unique strike. Players like Gaya and Ceballos made their debuts, and they should be proud.
"It's difficult to criticise something in a game of such a high level. I'll now analyse everything in detail. I'm where I want to be."