Playing for the first time in 2018, Roberto Martinez's men exploited a sub-standard visiting defence and could afford to be wasteful as Lukaku had his brace before half-time.
Belgium remained on top after the break, yet they did not initially look clinical enough in the final third to hand Saudi Arabia a deserved humbling, Michy Batshuayi and Kevin De Bruyne belatedly adding gloss to the scoreline in the closing stages.
This was an opportunity for Martinez to see his best attacking pieces working in tandem – making it a worthwhile run-out – but, even against a World Cup side, this was anything but a test.
A lively start saw Dries Mertens, unmarked from a corner, force a first stop from Fawaz Al-Qarni, before a glaring chance fell for Yannick Carrasco from Lukaku's pass, the Dalian Yifang man's tame finish drawing another low save.
It was clear from the off that Belgium had too much pace and power for the opposing back-line, but the visitors – boasting Mohammad Al-Sahlawi, with a joint-best 16 goals in qualifying – offered a threat at the other end, too, and Simon Mignolet was required to parry a Fahad Al Muwallad strike.
Belgium swiftly responded with the opener, though, as a poor pass out from the back gifted the ball to De Bruyne. He quickly fed Lukaku, who had time and space to turn and calmly stroke into the bottom-left corner from 20 yards.
Al-Qarni smothered to deny Lukaku a close-range second from Eden Hazard's cross, but the Manchester United forward doubled his tally before the first half was out. Hazard's jinking run freed his team-mate to roll the ball past a scrambling goalkeeper.
Mohammed Al Owais replaced the ailing Al-Qarni at the break and the substitute got down low to save from De Bruyne shortly after the restart.
Somehow neither Lukaku nor Hazard added to the scoreline when Mertens ran clear and squared across goal. The two-goal front man dallied before the ball ran for the Belgium captain, whose low drive was brilliantly deflected onto the crossbar by Motaz Hawsawi on the line.
Al Owais made another stop as Lukaku let fly from distance, before he bravely blocked as the same man burst through in pursuit of his hat-trick.
Yet another save followed from a swerving De Bruyne free-kick but, having turned a shot wide earlier, Batshuayi then steered a left-footed finish past Al Owais 13 minutes from time to set Belgium on their way again.
Within 94 seconds, De Bruyne got his goal at the end of a breathless breakaway, hammering into the bottom-right corner to complete the scoring.