The Dutch, World Cup runners-up in 2010, have not lost to Hungary since 1984 and the visitors took the lead in the second minute when Luciano Narsingh's cross was headed in by Lens.
The home team equalised four minutes later with a penalty from Balazs Dzsudzsak but Netherlands went back in front in the 18th minute after Bruno Martens glanced in a header from a free-kick by Wesley Sneijder.
It was the defender's first goal for his country on his third appearance.
"I have to highlight Jeremain Lens's performance," Dutch coach Louis van Gaal told reporters.
"He had an excellent game despite the fact he only got into the starting XI just before the match started."
"We made far too many individual errors and our opponents deserved the three points," he said.
"We've got to win our next two matches to stay in contention for second place in the group."
