Three goals in 10 second half minutes ended some gutsy Welsh resistance at the Millennium Stadium.
Despite the absence of star player Ryan Giggs, the home side battled well for an hour before Giovanni Elber opened the scoring.
Wales might have got immediately level again when John Robinson cracked a shot against the post from just outside the box.
Losing to such fine opposition was no disgrace, and the lessons that Wales will surely learn from these opponents could be valuable.
Despite the array of stars before them at the kick off, the capacity 72,500 crowd underneath the Millennium Stadium's closed roof were left disappointed with the absence of one.
The stadium was enclosed for a major sporting event for the first time due to rain, but Giggs still missed out with a hamstring problem.
Swansea City's goalkeeper Roger Freestone made his international debut while Dean Saunders made his 73rd appearance for his country.
The cap equalled the Welsh record for an outfield player, against a side which had lost to a Saunders goal in Cardiff in 1991.
Iwan Roberts failed to capitalise with a long range chip while Gary Speed worried Brazilian keeper Dida with a free kick, which he casually parried down but then had to punch away.
Before the break, Brazil saw an unmarked Cesar Sampaio head straight at Freestone from the corner, while the debutant also tipped a Rivaldo drive around the post.
But it was Mark Delaney, just four days after his FA Cup final disappointment from Aston Villa, who was most responsible for a goalless scoreline in the first half.
In the first minute of the second half, John Robinson's cross from the left was dummied by Robbie Savage and hooked wide by Saunders from 10 yards.
The veteran Bradford striker missed two other half-chances, while Leicester midfielder Savage was booked for a dreadful late challenge on Ze Roberto.
Brazil upped the pace as Rivaldo went close, and the goal came after Freestone made a fine save with his feet from Franca.
The keeper then pushed away Ze Roberto's follow-up only for Elber to finish from a yard out.
Robinson gave the home fans hope three minutes later, but Cafu then struck a stunning dipping drive from way out on the right.
Two minutes later substitute Denilson crossed from the left and Rivaldo crashed a spectacular near-post header past Freestone for the third.
The closest Wales came to a consolation was in the final minute when Roberts was played into the visitors' area but could not provide a finish.
Teams:
Wales: Freestone, G. Roberts, Page, Melville, Delaney, M. Jones, Savage, Speed, J. Robinson, Saunders, I. Roberts. Subs: Symons, Bellamy, Barnard, Johnson, C. Robinson, Weston, M. Crossley.
Brazil: Dida, Silvinho, A. Carlos, Aldair, Cafu, Ze Roberto, Cesar Sampaio, Rivaldo, Emerson, Franca, Elber. Subs: Germano, Evanilson, Carvalho, Assuncao, Denilson.
Referee: Vitor Manuel Melo Pereira (Portugal)