BATE quickly found themselves two goals behind when Valencia doubled their advantage just a minute later from the penalty spot.
Jonas was again the architect, drawing a rash foul to give Roberto Soldado the chance to score from eight yards.
The prolific striker made no mistake with a cool finish to the right of Andrei Gorbunov.
Viktor Goncharenko's side kept fighting and scored a consolation when Renan Bressan's whipped free kick evaded a penalty area full of players to nestle in the bottom corner.
A BATE comeback was on seven minutes from time when Dmitri Mozolevski tapped home after Gago was robbed of possession deep in his own half.
Valencia quickly extinguished hopes of a remarkable response two minutes later when Feghouli latched on to a cross from Eva Banega to put the result beyond doubt.