Boro avenged their opening day defeat with victory thanks to goals from Joseph-Desire Job and Szilard Nemeth - though Fulham made it hard.
Edwin van der Sar parried a shot from Ugo Ehiogu only for Job to follow up.
Lee Clark wasted Fulham's best chance of the first half when he shot straight at debut keeper Brad Jones.
Boro's win was sealed when the keeper dropped the ball under pressure for Nemeth to lash in, though Barry Hayles struck late on to give Fulham hope.
Boro made the early running and the pressure told in the 14th minute when Job broke the deadlock.
After much frustration Fulham finally put together a good passing move and only Australian keeper Brad Jones prevented them drawing level.
Knight began the move and, when Steed Malbranque quickly transferred the ball into Lee Clark's path, a goal beckoned but Jones, making his Premiership debut, saved with his feet to keep Boro in front.
14 mins: Job strikes to give Middlesbrough the lead
66 mins: Nemeth doubles Middlesbrough lead
90 mins: Hayles pulls a goal back for Fulham
Juninho was wasteful when Nemeth delivered a delicious
chip with the outside of his foot on to the Brazilian's head but he directed the chance straight at Van der Sar.
There was another terrible miss by Boro in the 54th minute when Downing picked out Franck Queudrue with a wicked free-kick to the far post but he too headed over an empty goal.
Youngster Stewart Downing's free-kick led indirectly to Middlesbrough's second goal after 66 minutes.
Van der Sar dropped the ball under some pressure, Ehiogu held off the Fulham keeper and nudged it to Southgate who squared for Nemeth to side-foot home.
Steed Malbranque, the only Fulham player who had a good game, had a deflected shot saved by Jones before Juninho raced to the other end and brought a top-quality
stop out of Van der Sar.
Nemeth poked wide as Boro searched for a third then, with his first sight of goal, Louis Saha hooked over the bar from 12 yards out.
Fulham had the last word when Mills blocked Sean Davis's shot on the line and Hayles rammed the loose ball home.
Middlesbrough: Jones, Queudrue, Mills, Ehiogu, Southgate, Downing, Nemeth, Boateng, Zenden, Juninho Paulista, Job. Subs Not Used: Turnbull, Riggott, Maccarone, Doriva, Parnaby.
Fulham: Van der Sar, Green, Djetou, Knight, Melville,
Legwinski (Hayles 69), Davis, Clark, Malbranque,
Boa Morte, Saha. Subs Not Used: Crossley, Inamoto, Hudson, Petta.
Booked: Davis, Djetou.
Referee: P Durkin (Dorset).