Belgium impressed in an unbeaten qualifying campaign, becoming the first European nation to book their place at Russia 2018.
But Roberto Martinez’s side struggled to break Panama down in a flat first half at the Fisht Stadium on Monday, requiring a moment of magic from Mertens to break the deadlock in the 47th minute.
Panama almost mustered a rapid leveller but Thibaut Courtois made a smart stop to keep out a low strike from Michael Murillo, before Lukaku struck twice in six minutes to settle the contest.
Lukaku nodded in a sensational Kevin De Bruyne pass and the Manchester United striker then scored a cute chip, though Panama can take heart from a promising display ahead of games against England and Tunisia.
Panama made a nervy start to their World Cup bow with Yannick Carrasco and Mertens forcing early saves from goalkeeper Jaime Penedo.
Eden Hazard hit the side-netting after pouncing on a loose backpass from Roman Torres, Panama’s captain making amends with a terrific touch on a low De Bruyne right-wing cross that ensured Lukaku could not tap in at the back post.
Hazard fired wide in the 26th minute and the Chelsea forward, who hinted pre-match he could be interested in joining Real Madrid, was left hobbling by heavy challenges from Murillo and Torres.