Roberto Martinez's team did not let up after Rafael Leao lashed them ahead in the 24th minute, with Matheus Nunes and Bruno Fernandes putting them three to the good by half-time.
Bruma made matters worse for Sweden before in-form Sporting CP forward Viktor Gyokeres netted at the other end, albeit that goal should have been disallowed for offside.
Goncalo Ramos rounded off Portugal's rout just after the hour, though Gustaf Nilsson did grab another consolation for Sweden in the final stages.
Leao's strike was just his fourth for the Selecao, with the winger hitting his shot sweetly after controlling the rebound from Bernardo Silva's effort off the woodwork.
Portugal's control was cemented just after the half-hour mark, as Silva set up his Manchester City team-mate Nunes for a composed finish from outside the box.
Sweden were punished for more slack defending on the stroke of half-time – Fernandes left free in the six-yard box to power a shot high into the back of the net, taking his international tally to 20 goals.
The hosts started the second half with the same intensity, and Fernandes' pressure paid off when he blocked a clearance and set Bruma up for a tap-in. Just 91 seconds later, Gyokeres pulled one back for Sweden from an offside position, but with no VAR, the goal stood.
Ramos restored Portugal's four-goal lead shortly after, with his eighth goal in 10 international appearances adding further gloss to another fine win under Martinez, though Nilsson – who had earlier tested Rui Patricio with an audacious attempt – ensured Sweden had the final word.
No Ronaldo, no problem
Portugal were without their biggest star in Guimaraes, with Cristiano Ronaldo the most notable absence from the team sheet. But it is not like they struggled without the 39-year-old.
The Selecao have scored 36 goals in their perfect Euro 2024 qualifying campaign, the most of any nation during that time, and they clocked up another five with ease.
Perhaps even more pleasing to their coach, the goals were spread among his midfield and forward line, with Bruma also coming off the bench to make an impact.
They might have gone under the radar, but Portugal could be the ones to watch in Germany come June.
Tomasson's big changes fail to pay off
After playing in a rigid 4-4-2 formation under Janne Andersson, Sweden deployed a more attacking set-up under Jon Dahl Tomasson on Thursday, with Newcastle United star Alexander Isak playing behind Gyokeres, who is thriving in Portugal this season.
It showed the promise of paying off in the second half, with Gyokeres getting his goal just before the hour-mark, but by then it was already too late for them to mount a real comeback, and Nilsson's effort did nothing more than restore a tad more pride.
Three of Portugal's goals were simple tap-ins, with the Selecao's scorers left with an empty net to aim for, and that slack defending will frustrate Tomasson.
Fernando Santos called time on his eight-year stint at the helm last month, a decision which followed Portugal's surprise World Cup defeat to Morocco.
Santos led Portugal to the quarter-finals in Qatar, where he benched Cristiano Ronaldo for the Selecao's two knockout games – a comprehensive 6-1 win over Switzerland and the 1-0 loss to the Atlas Lions.
Martinez, who was presented as Portugal's new coach on Monday and has reportedly signed a four-year deal, became a free agent shortly before Santos' exit, leaving his role as Belgium coach after the Red Devils slumped to a dismal group-stage exit in Qatar.
Former Wigan Athletic and Everton boss Martinez led Belgium to their best World Cup campaign when they clinched third place at Russia 2018, though his failure to deliver silverware with a crop of players said to be the country's "golden generation" has attracted criticism.
Martinez oversaw 61 games during his six-year spell in charge of Belgium, winning 47 (77 per cent).
Belgium beat Canada in their opening match in Qatar but a defeat to Morocco and draw with Croatia saw them slump eliminated from a World Cup group for the first time since 1998.
They entered the World Cup second in FIFA's world rankings, but dropped to fourth after their failure to reach the knockout round.
Upon taking the job, one of Martinez's foremost challenges will be to make a decision on the international future of Ronaldo, who has joined Al Nassr in Saudi Arabia following the termination of his contract with Manchester United.
Though Ronaldo recognised his "most ambitious dream" was over after failing to inspire Portugal to glory at his fifth World Cup, the 37-year-old is yet to retire from international football.
Portugal will begin their qualification campaign for Euro 2024 at home to Liechtenstein on March 23, having been drawn into a group also containing Bosnia and Herzegovina, Iceland, Slovakia and Luxembourg.
Portugal were drawn into Group F at Saturday's draw in Hamburg, alongside Turkiye, the Czech Republic and a yet-to-be-decided play-off winner.
Georgia, Luxembourg, Greece and Kazakhstan will battle for the final place in Portugal's group in March's play-offs.
Portugal have won all 10 of their games since Roberto Martinez replaced Fernando Santos in the aftermath of last year's disappointing World Cup exit, scoring 36 goals and only conceding two as they dominated their qualification group.
Having led Belgium to the last three major tournaments, Martinez is experienced enough to know that will count for little when Portugal begin their campaign against the Czech Republic on June 18.
Asked whether he was satisfied with the draw, Martinez said: "Yes, because the format of the European Championship is unpredictable, there can be three teams that qualify.
"They are difficult opponents. The Czech Republic is a bit of an unknown because they don't have a coach.
"Turkey won their qualifying group against Croatia and Wales. It is a team with a mix of talent, youth and experience.
"We want to have a perfect preparation. We qualified very well, but that doesn't give us an advantage in the tournament. We need to be prepared."
Martinez's main focus was on the logistical implications of Portugal's draw, and he was relieved to discover that their final two group games will be played in the neighbouring cities of Dortmund and Gelsenkirchen.
"For us, it is good news to be in Group F," he said. "We are based in the centre of Germany and we will have extra time to prepare for the first game. This is important for us."
Belgium crashed out of the World Cup after winning just one of their three Group F matches, failing to match their excellent third-placed finish at the 2018 edition in Russia.
Having led Belgium to first in FIFA's world rankings between 2018 and 2021, Martinez left his post after the tournament in Qatar and has since taken charge of Portugal's national team.
Tedesco, who was sacked by RB Leipzig in September after a poor start to the campaign, will be Martinez's successor after signing a contract to lead Belgium until after the 2024 European Championships.
While with Leipzig, Tedesco delivered the club's first DFB-Pokal in its history and took them to the Europa League semi-finals before they were ultimately beaten by Rangers.
"For me, it is a great honour to be the new head coach of Belgium," Tedesco told reporters following his appointment. "I'm really looking forward to the task and I'm extremely motivated.
"I had a very good feeling right from the first conversation."
Tedesco will be tasked with making sure his new team reaches the European Championships in Germany next year, with the first qualifier set to be played away at Sweden on March 24.
The world's top-ranked side were without Kevin De Bruyne and Thibaut Courtois for their trip to Copenhagen, while Eden Hazard remained on the bench for the whole game.
Despite the notable absentees, Belgium picked up an 11th win in a row in their first game back after a 10-month hiatus thanks to goals from Jason Denayer and Dries Mertens.
Martinez was pleased to see some of his fringe players step up as the Red Devils made a winning start to their Group A2 campaign.
"After 10 months without playing together, we needed to find some rhythm," he told RTL Sport.
"Despite everything, we managed to remain threatening, scored a good goal and maintained a good attitude throughout. I am delighted with this performance.
"We miss players like De Bruyne, Hazard and Courtois, and yet the team has shown that they always know how to win. It's incredible!
"There will probably be three changes in the next game because some players can't play longer than 90 minutes.
"Thomas Meunier will probably play. But we won't make too many changes because we have to create some rhythm."
Denayer, who scored his first international goal on his 14th appearance, echoed the views of his head coach after a hard-fought victory at the Parken Stadium.
"It was difficult at first, but we regained our rhythm as the match progressed," he said. "We had players missing, and yet we have still won. It shows that the squad is very strong."
Denmark struggled to create many opportunities across the 90 minutes, with stand-in Belgium goalkeeper Simon Mignolet making just one save of note to keep out Christian Eriksen.
New head coach Kasper Hjulmand was happy with the overall display of his side but admitted the visitors' quality told in the end.
"I think we played a really good first half," he told Kanal 5. "When Belgium go in front, they are hard to deal with. They stood well and were good at defending.
"Otherwise, I think our first half was perfectly okay. We played with a great deal of intensity and got in good positions. We stopped them creating the same number of chances as usual.
"We handled the first half really well, and there were also 10-12 minutes of the second half, where I think we did what we were supposed to.
"Then we ran out of intensity and energy. And then you could see the quality of the Belgian team."
Coaches including Jose Mourinho, Fabio Capello, Zinedine Zidane, Carlo Ancelotti, Gareth Southgate and Fabio Capello have joined the 24-man UEFA football board, along with superstar former players Paolo Maldini, Luis Figo, Gareth Bale, Rio Ferdinand, Michael Laudrup, Philipp Lahm and Robbie Keane.
There is one non-European on the board, with Inter's Argentine vice-president Javier Zanetti joining a throng that also includes former Germany team-mates Rudi Voller and Jurgen Klinsmann, plus Netherlands boss Ronald Koeman, Rafael Benitez, Patrick Vieira and Eric Abidal.
The noticeably all-male board will hold its first meeting at UEFA's European House of Football headquarters on Monday.
European football's governing body said the group will "give an institutional yet independent voice of experience and expertise on fundamental football-related topics".
UEFA president Aleksander Ceferin said: "UEFA is delighted to see that the very ones who have shaped the game's history with their talents and philosophy through decades are gathered again around our common goal – to protect the game of football and its essential values. As we always say: football first!"
Ceferin is campaigning for clarity on football's handball rules, having recently described the law as "really obscure".
"No one understands it any more," Ceferin said. "So we really need a conversation here, finding solutions and clarifying some issues."
He said that would be an issue for the football board to look at, and it was confirmed on Thursday as being on the agenda for the meeting, along with discussions about the video assistant referee system, player behaviour and medical issues.
UEFA said its technical director and chief of football Zvonimir Boban would chair Monday's meeting, although he is not a member of the new board.
UEFA football board members: Jose Mourinho (Portugal), Carlo Ancelotti (Italy), Zinedine Zidane (France), Paolo Maldini (Italy), Fabio Capello (Italy), Javier Zanetti (Argentina), Luis Figo (Portugal), Philipp Lahm (Germany), Ronald Koeman (Netherlands), Gareth Southgate (England), Rio Ferdinand (England), Michael Laudrup (Denmark), Rafael Benitez (Spain), Roberto Martinez (Spain)
Predrag Mijatovic (Montenegro), Jurgen Klinsmann (Germany), Rudi Voller (Germany), Petr Cech (Czech Republic), Juan Mata (Spain), Robbie Keane (Republic of Ireland), Patrick Vieira (France), Henrik Larsson (Sweden), Eric Abidal (France), Gareth Bale (Wales).
