Wales, who have only ever qualified for one World Cup in 1958, were hampered from the 26th minute at Cardiff City Stadium when defender James Collins was sent off for a lunge on Guillaume Gillet and they faced an uphill battle after that.
Belgium, starting with seven players based in the English Premier League, were far too strong for the hosts and won with a 42nd minute header from Manchester City's Vincent Kompany and an 82nd minute free-kick from Tottenham Hotspur's Jan Vertonghen.
Kompany said: "It was not our best performance, but over the years we have played so many good matches without getting the result. To win 2-0 in Wales is a good result because many teams will drop points here.
"I am not sure the sending off helped us too much, because they were still very organised at the back and with Gareth Bale on the counter-attack it was still a very tricky game for us."
Wales, beset by injuries before the game, made a bright start but the result was their fourth successive defeat without a goal in all matches and a place in the finals in Brazil is already looking a tall order.
