An own goal by Ajax full back Vurnon Anita, who was under pressure from Gonzalo Higuain, gave Real the lead after 31 minutes.
Higuain wrapped up the victory with a 73rd-minute goal to give the Spanish giants, who could not go beyond the round of 16 during the past six seasons, a convincing victory at Santiago Bernabeu.
Dutch giants Ajax Amsterdam played without Uruguay's World Cup striker Luis Suarez, who missed the game through suspension.
They also missed Egyptian unfit striker Mido, who has yet to make his first appearance after joining on a season-long loan from English second-division side Middlesbrough.
Real labored to a 1-0 victory over Osasuna in the Primera Liga last Saturday but were jeered by their own fans for failing to display entertaining football.
However, they made amends against Ajax, launching a wave of attacks through an incisive and intricate passing game.
They wasted a host of opportunities either side of the interval, including a curling shot from Higuain that rattled the post in the first half.
Portuguese forward Cristiano Ronaldo and Argentina winger Angel Di Maria were particularly wasteful.
Keeper Maarten Stekelenburg prevented Ajax from suffering an embarrassing defeat with a series of superb saves.
Real took the lead when Xabi Alonso's inswinging corner went in off Anita.
Higuain made sure of the points when he volleyed home from close range after some excellent work from in-form playmaker Mesut Ozil.
In the other group game, AC Milan atoned for their stunning 2-0 loss to promoted Cesena in the Serie A with a 2-0 victory over French side Auxerre.
Swedish striker Zlatan Ibrahimovic, who wasted a late penalty against Cesena, scored both goals in the second half to open his Milan account and give them a comfortable win.
Real goals
Milan goals