Real were cruising in their first European outing since their 250 million euros spending spree when Ronaldo, Raul and Gonzalo Higuain scored in an 18-minute spell before half-time in the Group C game.
The Swiss champions hit back with two goals in a minute during the second half but two late goals, from Ronaldo and Guti, secured the win.
"We had a few defensive problems and we mustn't keep losing concentration," said Real coach Manuel Pellegrini.
"There are always things to improve but I'm happy we scored five goals."
Portuguese forward Ronaldo, taunted by Zurich fans insulting him in Spanish, opened the scoring with a rasping free kick from the edge of the area, his third goal in as many games since his record 80-million-pound move from Manchester United.
Raul slid in Higuain's angled shot seven minutes later to take his Champions League tally to 65 goals and Higuain, repeatedly overlooked by Argentina coach Diego Maradona, himself fired the third in first-half stoppage time.
REAL CLASSY
Zurich coach Bernard Challandes had predicted a tough night for his team and sure enough Real sliced through the home defence and passed the ball around at will.
But the Swiss champions, backed by the raucous fans on the Zurich South Curve, hit back with two goals in a minute during the second half and threatened to pull of a huge shock.
Xavier Margairaz converted a 64th-minute penalty after Casillas had upended Alexandre Alphonse. Immediately after that Silvan Aegerter headed another at the near post from a corner.
Ronaldo ended their comeback with a long-range effort in the 89th minute which slipped through goalkeeper Johnny Leoni's hands.
Guti completed the scoring when he chipped the ball over the advancing Leoni from around 25 metres in stoppage time.
With this year's final being played in their own Bernabeu stadium, a 10th European title is seen as almost an obligation for Real, especially after investing in Kaka and Ronaldo.
