Paraguay striker Roque Santa Cruz scored twice as the hosts raced into a 4-1 lead before a foolish red card for keeper Casto Espinosa sparked a Zaragoza fightback in the second half.
The Seville-based club, who have spent the last two years in the second division, are the only side with a 100 percent record this season and have a two-point lead over Valencia after four matches.
In Thursday's other game, experienced Uruguayan striker Walter Pandiani came off the bench to snatch a 91st-minute winner for Espanyol in a 1-0 home victory over Getafe.
Casto's red card then threw Zaragoza a lifeline. The Betis keeper needlessly raced out of his area to bring down Luis Garcia after 69 minutes and Juan Carlos rattled the home side when he volleyed in nine minutes later.
From an identical position Juan Carlos volleyed his second goal, and Zaragoza's third, with 11 minutes to go but the visitors were unable to find the equaliser in a frantic finale.
