BATE strung some neat passing moves together in the early stages at a damp Mestalla but Valencia looked far more dangerous in attack than the Belarussian champions and took a deserved 26th-minute lead when Jonas bustled through a tackle and volleyed in from close range.
Roberto Soldado made it 2-0 from the penalty spot three minutes later, his fourth goal of the campaign following his treble in the 3-0 win at BATE last month, after Artem Radkov had felled Andres Guardado on the edge of the area.
Fernando Gago's fine assist released Feghouli to make it 3-0 six minutes into the second half before Valencia goalkeeper Vicente Guaita failed to deal with Renan Bressan's inswinging free-kick two minutes later and the ball squirted into the net at his near post.
With four of six matches played, Valencia have nine points, level with Bundesliga side Bayern Munich after last year's runners-up thumped Lille 6-1 in the Bavarian capital. BATE have six in third with Ligue 1 club Lille on zero and already eliminated.
"Getting nine points is key and I'm very happy for my two goals and the team's attitude," Feghouli said in an interview with Spanish television.
"The goal now is to win the next two games and give our fans a victory against a great club like Bayern," added the 22-year-old, who had failed to score in 10 previous appearances in Europe's elite club competition.
Valencia's victory will further ease pressure on their Argentine coach Mauricio Pellegrino, who has made an erratic start to his first season in charge.
"Up until we went 3-0 ahead we projected an image of solidity," Pellegrino told a news conference. "The game against Bayern will be decisive."
