But Belgium are a team packed with talent and Mertens' looping volley two minutes into the second half relaxed them.
The Panamanians had never beaten European opposition and that never looked likely to change here on a sultry summer's evening in Sochi, on the shores of the Black Sea.
Panama's supporters in the 43,257 crowd vastly outnumbered the clutch of 1,000 or so Belgians and every tackle by the Central Americans was cheered to the rafters as if it were a goal. "Panama played really well organised".
Belgium starting XI: Courtois, Alderweireld, Boyata, Vertonghen, Meunier, Witsel, De Bruyne, Carrasco, Mertens, E. Hazard, R. Lukaku.
Panama's chances were limited to a tame hook from Torres and a speculative effort that flew well over from Armand Cooper.
The Red Devils of Belgium are one of the title contenders this time around, with many experts picking them to go all the way.
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Martinez accepted his side - unbeaten in qualifying and the first European nation to book a spot at Russian Federation 2018 - were not at their best during a flat first-half display. De Bruyne stepped up from central midfield position to win balls effectively and there was no doubting the quality of his delivery on Lukaku's first strike.
"You could see the yellow cards were mounting", Martinez said. While they were able to step up in the second half and take the anticipated win, if they still require points against England in the final group game, Gareth Southgate's side will be able to target that uncertainty. We needed to be patient.
Belgium takes on Panama at the opening match of Group G. Regarded by many pundits as the "Dark Horses" of the 21st edition of the FIFA World Cup campaign, the match promises to deliver a fascinating contrast of styles.
Panama, meanwhile, acknowledged that the difference in class had told. The Man Utd striker has scored twice for his country, first through a header and then he chipped a pass over Panama's goalie to score his second goal of the day. "We have to keep working".
That is doubtful. But Panama, whose supporters backed them fervently right up to the final whistle, have already achieved their goal. He also has a history now of popping up in World Cup openers: Four years ago, he scored the victor in a 2-1 triumph over Algeria.