Goals from Marissa Callaghan, Rachel Furness and Emily Wilson effectively sealed victory before the break before Lauren Wade wrap up a 4-0 win after half-time.
It was Luxembourg's first World Cup qualifier and their inexperience showed as Northern Ireland grasped control from the start.
Wilson and Julie Nelson missed good early chances before Callaghan delivered an inch-perfect lob to open the scoring in the 16th minute.
Despite coming under almost constant pressure, Luxembourg had their chances and host nerves were settled when Furness headed Northern Ireland's second from a corner on 23.
Wilson tucked home the rebound from a Furness free-kick that hit the post to put her side in full command at the interval.
Furness went on to miss a penalty before Wade's strike completed the scoring with 20 minutes remaining, although Kirsty McGuinness hit the bar late on.