As soon as the Red Devils had a two-goal lead, it was up to standout goalkeeper Thibaut Courtois of Atletico Madrid and the defensive shield set up by coach Marc Wilmots to keep Belgium's perfect away record intact.
Courtois had to slap out a header from Mario Mandzukic close to halftime and, when the lead was down to just one goal with two minutes to go, made a daring dive at the feet of the Bayern Munich striker to prevent an equalizer.
"We showed that we could set up a tight organization and counter," Courtois said.
Victory also meant that Belgium should end up among the group leaders during the Dec. 6 draw for the 2014 tournament in Brazil.
The loss condemned Croatia to the two-game playoffs for runners-up in the European groups next month.
"We played against one of the best teams in Europe for counterattacks," Croatia coach Igor Stimac said.
Belgium had failed to qualify for an international championship since the 2002 World Cup in Japan and South Korea, but the whole nation had anticipated an end to the long wait following the rise of a new standout generation of players. Belgian Prime Minister Elio Di Rupo had even traveled especially to Zagreb for the game.
Belgian clubs are largely a non-factor in European cup competitions and none of the starting 11 play in their home league. Instead many have become prominent players for top foreign clubs, with household names like Manchester City's Vincent Kompany, Chelsea's Eden Hazard and Courtois.
Belgium came to Croatia without injured captain Kompany and Aston Villa forward Christian Benteke, who found a perfect replacement in Lukaku.
Wales beat Macedonia 1-0 on a goal from Simon Church in the 67th minute in a late game that had no bearing on the top of the standings.
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AP Sports Writer Raf Casert contributed from Brussels