After an unconvincing start to the season and consecutive defeats at Bayern Munich and Real Mallorca, Algerian midfielder Feghouli settled some early nerves at the Mestalla with a 12th-minute goal put away at the second attempt.
Both sides hit the woodwork before Roberto Soldado crossed from the right, Jonas flicked the ball on and Jonathan Viera slotted the ball home to double the lead in the 59th.
Feghouli picked up his second yellow card soon after to leave the hosts with 10 men but a toothless Zaragoza failed to make their numerical advantage count.
Valencia, who host Lille in Champions League Group F on Tuesday, climbed to seventh with eight points from six games - seven short of leaders Barcelona who were visiting Sevilla later on Saturday.
Real Madrid host Deportivo Coruna on Sunday.
Malaga continued their unbeaten start to the season with a commanding 4-0 victory over Real Betis at the Estadio La Rosaleda.
Joaquin got the home side off to a good start by converting a 13th-minute penalty, before Javier Saviola doubled the advantage. In the second half an own goal from Amaya and a fourth from Isco late on completed the rout.
Antoine Griezmann and Carlos Vela struck second-half goals to fire Real Sociedad to a 2-0 win in the Basque derby over a disappointing Atheltic Bilbao.