The Spanish side top the group after Manchester United were held to a 0-0 draw by Rangers.
Tino Costa put the visitors ahead in the 16th minute with a powerful long-range shot into the top corner of Dimitar Ivankov's goal.
Four minutes before halftime, Aritz Aduriz doubled Valencia's lead, knocking in a header after a free kick from Costa rebounded off the post and silencing the home fans at the Ataturk stadium in the northwestern Turkish city.
Bursaspor briefly burst into life after two substitutions in the second half, bringing on midfielder Turgay Bahadir and Sercan Yildirim who brought some energy to their attack.
But the home fans' hopes were snuffed out in the 68th minute when the Bursaspor defence failed to clear and the ball fell to Pablo Hernandez who slotted a shot past Ivankov to make it 3-0.
Substitute Roberto Soldado added to Bursaspor's disappointment in the 76th minute, capping off a fine run down the right wing with an angled shot into the net.
"This has given us a big lift and a lot of confidence as we have proved we can compete with the best teams in Europe. The important thing was to get the victory and we did that in style," Valencia striker Soldado told Spanish TV.
"We have to change some things to play at the European level and Valencia showed this very nicely. It was our first experience in Europe and we were a bit stage-struck," said Bursaspor coach Ertugrul Saglam.
He said the course of the match could have been different if his team had taken an opportunity to score at 2-0, but that they were demoralised by the third goal.
"It showed we have to face up to some realities. We must take lessons from this game as we prepare for the next one," he said.
Bursaspor last season became only the fifth Turkish club to win the domestic title. They are currently top of the Turkish first division with maximum points after four games, having only conceded one goal.
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