Leigh Halfpenny scored 24 points to secure a bonus point 34-7 victory over Gregor Townsend’s side at the Principality Stadium.
Gareth Davies got the hosts off to a flying start when he intercepted an Ali Price pass and sprinted 60 metres to score.
Halfpenny then ended a five-year wait for an international try when he darted through a gaping hole in the Scottish defence to score.
He completed his brace after the break and added 12 points with the boot before completing his haul with the conversion of Steff Evans’ acrobatic score.
Peter Horne finally broke the Welsh defence in the dying moments to get Scotland on the scoreboard, but it was Wales who sent out a warning to the rest of their Six Nations rivals.
“It was an afternoon I was expecting with the way we have trained the last couple of weeks. There was definitely a quiet confidence in the squad, they have been outstanding in their preparation and we went into the game expecting to win reasonably comfortably,” said Gatland.
“I told the chief executive that I thought we would win by 20 points at the team run and he was shocked, but that’s how well we’ve trained, the guys they’ve been excellent.
“I thought we defended superbly, Scotland have a lot of attacking threats and we had to cope with that. Apart from the soft try at the end our defence was outstanding.
“Getting the bonus point was pleasing as well and we probably left two or three tries out there on the pitch so there is some improvement for us to do there. As a squad we can all get better for next week.”
Wales will aim to build on their impressive start when they travel to Twickenham next week to face England while Townsend’s side will have to regroup ahead of their clash with France who lost their opener 15-13 to Ireland in Paris.
The Scots had travelled in hope after beating Wales for the first time in 10 years in 2017, but never threatened to overcome their rivals.
Head coach Townsend is likely to make sweeping changes to his side, but he believes they can bounce back to make an impact on the Championship.
“That was miles below what we know we are capable of and where we need to be at in this championship. In the first 15 minutes it was a bizarre sort of Test match. It was so open.
“We would make a break and then make a mistake or turn over the ball. It was not your typical Six Nations match.
“In that period we had to be more accurate and Wales’ first try sapped our confidence and gave them a lot of momentum.”