The Scots completely collapsed in the second half at Hampden Park to make it four losses in five for boss Alex McLeish ahead of his side's UEFA Nations League campaign.
Without a win in this fixture since 1988, Scotland more than held their own in the opening quarter of the contest.
After coming close through a John McGinn drive that Thibaut Courtois just about managed to deal with, however, Scotland found themselves behind as the Aston Villa man dwelt on the ball and was dispossessed by Mousa Dembele.
Dembele found Mertens who in turn picked out Lukaku for a simple finish into an empty net, and it was one-way traffic from that point on.
From their first attack of the second half, Roberto Martinez's men had a second goal thanks to a thunderous strike from Hazard through the arms of Gordon at his near post.
A loose clearance from Charlie Mulgrew was then pounced on by Hazard, who found half-time substitute Batshuayi inside the box to fire the ball into the back of the net.
Ryan Jack was at fault for the fourth goal as the Scots fell apart, with Batshuayi this time picking out the bottom corner from the edge of the area.
A good save from Courtois prevented Steven Naismith from pulling one back on the hour, but it could easily have been 5-0 soon after as Batshuayi created a shooting chance and sent the ball into the side-netting.
SCOTLAND (3-4-3): Gordon; Tierney, Mulgrew (O'Donnell 63'), Souttar; Robertson, McDonald (Snodgrass 53'), McGinn (Shinnie 73'), Fraser; Armstrong (Jack 53'), Griffiths (Naismith 46'), McGregor (Russell 68')
BELGIUM (3-4-3): Courtois; Boyata, Kompany (Vermaelen 46'), Vertonghen; Castagne (Meunier 46'), Tielemans, Dembele (Verstraete 85'), T.Hazard; Mertens (Carrasco 46'), Lukaku (Batshuayi 46'), E.Hazard (Vanaken 56')