The 25-year-old, who went on to bag a hat-trick put Belgium ahead just after 7 seconds of the game.
The Crystal Palace striker stole the ball in the home side’s half straight from the kickoff and weaved his way through Gibraltar’s defence to score from inside the area.
“The most important thing was to score early,” said Benteke, who also secured the record for the fastest goal in Belgium’s history.
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The goal eclipsed the previous best of 8.3 seconds achieved by San Marino’s Davide Gualtieri in a World Cup qualifier against England in November 1993.
The record for the fastest goal in a World Cup finals match is 10.8 seconds by Turkey’s Hakan Sukur against South Korea in 2002.
Belgium manager Roberto Martinez was full of praise for the Crystal Palace striker, saying he looked sharper than he did during the international break in September.
“I wanted to use Christian – just because I have seen him very sharp. In training I have seen him when he was first called up and now.
“When he was first called up, he was almost rushed. He had a really poor pre-season, he couldn’t settle where he was. He was thinking about the next move.
“Now he is a completely different player. I have seen him strong I have seen him match fit. I wanted to see him today how he could play in a game where we were going to spend most of the time in their half.
“I wanted to see, movement, his hold up play. Not just how he would be in the box so I was pleased.
“I was pleased with the manner that he started in the game, pleased with the contribution, but scoring a hat-trick. and contributing the way that he did is going to be really good for him and he deserves that.”
Belgium top Group H with nine points, but level on points with Greece in the road to Russia 2018.