The German champions brushed off defeats in their last three league games to begin their campaign in style, but the night belonged to Grafite.
"It's a great, unbelievable feeling to score a hat-trick on your Champions League debut," beamed the Brazilian. "I have to thank my team-mates for providing me with the opportunity, but it has been a great night for the club."
The hosts will face bigger challenges ahead in their quest to get out of Group B, where they are also up against 2008 champions Manchester United and Turkish champions Besiktas - who were beaten 1-0 at home by United - but they had few problems here at the Volkswagen Arena.
"It was not exactly an intoxicating match to watch, but that was part of the plan," said Wolfsburg coach Armin Veh. "We didn't want to deliver a spectacle, we wanted to put in a good defensive performance and win. We were the better team, we created and took a few good chances and deserved to get the victory."
The Wolves got the early breakthrough they needed when playmaker Zvjezdan Misimovic put Grafite in the perfect position and the Brazilian drilled his shot through the legs of Moscow goalkeeper Igor Akinfeev on 36 minutes.
The Brazil hot-shot then slotted home a 41st minute penalty after he was held back in the penalty area by Moscow defender Deividas Semberas by his shirt and he scored with his spot-kick.
Moscow pulled a goal back when Russia defender Alan Dzagoev smashed home his shot past Wolfsburg goalkeeper Diego Benaglio on 77 minutes. But the night belonged to Grafite, the Bundesliga's top scorer last season, when he put the result beyond doubt by netting after being set up by Marcel Schaefer in the 87th minute.
It was a bad European start for Moscow's former Tottenham and Real Madrid manager Juande Ramos, who replaced Brazilian legend Zico as coach of the Russian side last weekend. The Spaniard, 54, has been out of work since his contract at Real expired at the end of last season.
Both sides are next in action again when Wolfsburg travel to Old Trafford to face Manchester United on September 30, while Moscow are home to Besiktas the same night.