The Bats looked sharp from the start as Daniel Wass scored three minutes into the match, and Carlos Soler and Gonçalo Guedes added a goal each at Mestalla Stadium.
Valencia hadn't won two consecutive matches at Mestalla to open the league since 2014-15, when it went on to win five in a row at home.
Friday's win left Valencia top of the standings with seven points from three matches, along with Mallorca.
“We worked well in the preseason and were hopeful of a good beginning in the league,” Guedes said, according to the Associated Press inputs. “We played a good match individually and collectively.”
Meanwhile, for last-place Alaves, it was their third consecutive loss following setbacks at home against Real Madrid and at Mallorca. Alavés has a goal difference of -7 so far this season.
Wass opened the scoring early from close range, then Soler added to the lead deep in first-half injury time and Guedes sealed the victory in the 60th.
Valencia had opened with a 1-0 win against Getafe, then drew 1-1 at Granada.
Earlier in the day, in a match between promoted sides, Mallorca beat Espanyol 1-0 for its second win in a row, with Japan forward Takefusa Kubo, on loan from Real Madrid, playing well from the start for the hosts.
Dani Rodríguez scored the winner in the 27th minute after Espanyol defenders failed to clear the ball inside the area.
After a foul to thwart a breakaway, Espanyol's Sergi Gómez was sent off in injury time. Two 0-0 draws and a loss haven't done the world good to the Catalan club's confidence.
Mallorca was held to a 1-1 draw against Real Betis in its opener at home.
With inputs from the Associated Press