Kevin de Bruyne was at his masterful best as Belgium withstood a spirited fightback from Wales to leave them teetering on the brink of relegation in the Nations League.
De Bruyne casually stroked in the opening goal from the edge of the penalty area and hit the post with another shot from a similar distance before crossing for Michy Batshuayi to tap in the home side's second.
Belgium's 2-0 half-time lead was no reflection of their avalanche of chances, and that advantage was cut in half when Kieffer Moore headed in from Brennan Johnson's beautifully flighted cross.
After Belgium had a penalty overturned by the video assistant referee as replays showed Joe Morrell had cleanly dispossessed De Bruyne, Wales pushed for an unlikely late equaliser but were thwarted by a home side who could not have envisaged such a nervy conclusion to a game they seemed destined to win at a canter.
With Poland losing at home to the Netherlands, Wales must now beat Poland by a score of 2-1 or better in Cardiff on Sunday to keep their place in the top flight of the Nations League.
Robert Lewandowski and company will pose Robert Page's men with another stern challenge and, while Poland may not be of the same standard of this stellar Belgian side, Wales will still be without numerous first-team players due to injury.
The absence of the likes of Ben Davies, Aaron Ramsey, Joe Allen and Harry Wilson was keenly felt in Brussels, but a brave second-half display offered enough encouragement to suggest Wales belong at this level.
'Bored' but brilliant De Bruyne inspires Belgium
This was the ninth meeting between these teams in 10 years and the fourth in the past 18 months; understandable, then, that De Bruyne said beforehand he was "bored" of facing these opponents.
The Manchester City midfielder was a picture of cool indifference for his goal, nonchalantly side-footing a first-time shot with his left foot which deceived Hennessey, who got a hand to the ball but could not prevent it from nestling in the bottom corner.
De Bruyne can be close to unstoppable regardless of the opposition, so it only exacerbated matters for Wales that they were so charitable in possession and slack in their closing down of the Belgian maestro.
Matt Smith gave the ball away for the opening goal, while Wales' defenders were alarmingly standoffish when De Bruyne lined up a 20-yard shot which had Hennessey rendered motionless as it cannoned off the post.
The Wales keeper had a busy first half and, were it not for wayward Belgian finishing with various other shots flying wide, the visitors would have been facing a hammering.
Depleted Wales fight back
As has often been the case in recent matches, Wales were without several influential players due to injury.
The absence of Davies, Ramsey, Allen and Wilson amounted to 260 missing caps, while captain Gareth Bale - a veteran of 106 appearances - was only on the bench.
It left Wales' starting line-up with 364 caps, 104 of which belonged to Hennessey, whereas Belgium boasted 899.
That gulf in experience - and a wider chasm in quality - was glaringly obvious in a first half in which Wales' midfield could not keep the ball or track opposition runners and their defence was run ragged.
The visitors looked ripe for a thrashing as they trailed at the break but, to their credit, they started the second half with purpose and shocked Belgium with a goal from nothing.
Johnson was brilliant in creating it, running at the hosts' hesitant defenders before clipping a delightful floating cross to the back post, where Moore towered above his markers to head in.
The goal revitalised Wales, who posed an increasing threat on the break with the pace of Dan James and particularly Johnson, who seemed to terrify his opponents at times.
Bale came on for the final half an hour and, as the game entered its closing stages, Wales poured forward desperately with Neco Williams seeing a shot saved by Thibaut Courtois and Chris Mepham heading wide.
That late onslaught was to no avail, leaving Wales needing to avenge their 2-1 defeat by Poland in June by the same scoreline or better on Sunday to avoid relegation to the second tier of the Nations League.
7De Bruyne10E Hazard
23Batshuayi1Courtois4Debast2Alderweireld5Vertonghen15Meunier8TielemansSubstituted forVanakenat 76'minutes6Witsel11CarrascoSubstituted forMertensat 65'minutes7De BruyneSubstituted forDe Ketelaereat 90+2'minutes10E HazardSubstituted forTrossardat 65'minutes23BatshuayiSubstituted forOpendaat 65'minutes
13Moore1Hennessey5MephamBooked at 49mins6Rodon17Norrington-DaviesSubstituted forRobertsat 84'minutes14Roberts15AmpaduBooked at 59mins8SmithSubstituted forMorrellat 64'minutes3N Williams9Johnson20James13MooreSubstituted forBaleat 64'minutesBooked at 78mins
Match ends, Belgium 2, Wales 1.
Second Half ends, Belgium 2, Wales 1.
Foul by Charles De Ketelaere (Belgium).
Joe Morrell (Wales) wins a free kick in the attacking half.
Attempt missed. Chris Mepham (Wales) header from the left side of the box is close, but misses to the left. Assisted by Connor Roberts following a set piece situation.
Foul by Axel Witsel (Belgium).
Gareth Bale (Wales) wins a free kick on the right wing.
Corner, Belgium. Conceded by Chris Mepham.
Substitution, Belgium. Charles De Ketelaere replaces Kevin De Bruyne.
Attempt missed. Thomas Meunier (Belgium) right footed shot from outside the box is too high. Assisted by Hans Vanaken.
Attempt blocked. Ethan Ampadu (Wales) left footed shot from outside the box is blocked. Assisted by Daniel James.
Attempt saved. Neco Williams (Wales) right footed shot from outside the box is saved in the centre of the goal. Assisted by Gareth Bale.
Attempt missed. Dries Mertens (Belgium) right footed shot from the left side of the box misses to the right. Assisted by Hans Vanaken.
Foul by Dries Mertens (Belgium).
Ethan Ampadu (Wales) wins a free kick on the right wing.
Attempt missed. Brennan Johnson (Wales) right footed shot from the right side of the box is close, but misses to the left. Assisted by Connor Roberts with a headed pass.
Substitution, Wales. Tyler Roberts replaces Rhys Norrington-Davies.
VAR Decision: No Penalty Belgium.
Gareth Bale (Wales) is shown the yellow card.
Substitution, Belgium. Hans Vanaken replaces Youri Tielemans.