Jenny Kristine Røsholm Olsen took just 3 minutes to open the scoring and it was 2-0 through Naomi Griffin with only 11 minutes played.
Wales halved the deficit in imprssive style, as Ffion Morgan won the ball in the centre circle and advanced a few yards to fire over the stranded keeper.
However, 2 minutes later and Olsen had restored the two-goal cushion for the Norwegians.
Elin Åhgren Sørum's effort on 46 minutes began a goalscoring spree of five goals in 20 minutes, as Griffin got her second, Olsen completed her hat-trick, with Vilde Birkeli and Elisabeth Terland also getting on the scoresheet.
Wales next face Denmark on Wednesday (2pm GMT), the Danes today defeated hosts Bosnia and Herzegovina 2-1.
The home side took a 19th-minute lead through Ana Bakalar but Maria Herdel levelled early in the second half, before Dajan Heshemi grabbed the winner 2 minutes from time.
Photo - faw.cymru