German Klinsmann took over from American Bob Bradley in July and his team had drawn with Mexico and lost to Costa Rica in friendly games ahead of Tuesday's match at the King Baudouin stadium.
Belgium, who are struggling to qualify for next year's European Championships, were on top for most of the first half and forced U.S. keeper Tim Howard into action in the 26th minute with a low shot from Timmy Simons.
Dries Mertens then went close twice as the Belgians took full advantage of the space given to them in the final third of the field.
Marouane Fellaini forced another good reaction save from his Everton team-mate Howard but it was not until 10 minutes after the interval that the home side got in front.
The ball was cleared to Lombaerts on the edge of the area and he struck a sweet left-foot drive which beat a partially unsighted Howard.
The U.S. enjoyed some smart possession football at times but created few chances, although they were left puzzled when Maurice Edu had a header ruled out in the 86th minute.
Belgium should have doubled their advantage in injury-time but Chelsea's 18-year-old forward Romelu Lukaku was badly off-target from a very promising position.
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