The hosts opened the scoring inside five minutes, with Ahmed Hassan turning in a cross from the right.
On nine minutes Ave doubled their advantage through Hassan again; this time he neatly curled the ball into the corner of Jak Alnwick's net.
Then just after the 25-minute mark Braga reacted quickest to a loose ball in the box to put his side 3-0 to the good.
Rio Ave began to live a charmed life as Yohan Cabaye rattled the underside of the bar from distance, but the ball did not cross the line.
Late in the second half Shola Ameobi poked in a consolation from a cross, but it would not start a comeback as Newcastle fell to a 3-1 defeat.