Jordan Rhodes hit a first-half double as an attack-minded Scotland gave credence to the interim manager Billy Stark's claims to take the job on permanently.
Rhodes, who scored a hat-trick for Scotland Under-21s on his previous trip to the Stade Josy Barthel, headed home from close range on 10 minutes and then slotted in a simple second in this friendly international.
However, Scotland, playing their first game since Craig Levein was relieved of his duties, failed to build on their half-time lead and survived some nervous moments after Lars Gerson's well-placed free-kick brought Luxembourg back into the game just after the break.
Both Scotland goals were followed by cries of "Are you watching Craig Levein?" from the visiting support, who vastly outnumbered the home fans in the attendance of 2,521. Their mood was no doubt lifted by Stark's 4-4-2 formation with Kenny Miller partnering Rhodes up front and Steven Naismith and debutant Andrew Shinnie playing in advanced wide positions.
While pleased with the result, Stark did admit some concern at the amount of second-half pressure the home team put his side under.
"We won and that's the most important thing," he said. "I don't think anyone would say we didn't deserve to win but the second half was sticky.
"We were in a position where we had to defend, we had a lot of forward players on there that worked hard to do that defensive work but then weren't able to give us the same cutting edge we had in the first half."
Rhodes missed his first chance after eight minutes , but he only had two minutes to wait for the opener after some poor defending. Paul Dixon sent over a cross from the left wing which Ante Bukvic turned against his own post and Rhodes was on hand to head the ball over the line from close range.
Rhodes then scored his second in the 24th minute. Shinnie collected Steven Whittaker's cross from the right and hit the byline before driving the ball towards goal. His effort was blocked but fell for kindly for Rhodes who slipped the ball home from six yards. Scotland continued to control possession but were almost caught out before the break when Mario Mutsch sent over a low cross to right-winger Charles Leweck, whose drive was held by Matt Gilks.
Kilmarnock midfielder Liam Kelly replaced Charlie Mulgrew at half time for his debut but soon gave away a foul that allowed the hosts back into the game 90 seconds after the restart. The execution was superb as Gerson curled the 25-yard free-kick into the top corner.
Rhodes was denied a hat-trick goal with seven minutes remaining after his close-range header was ruled out for offside.
Luxembourg (4-4-2): Joubert, Mutsch, Bukvic, Deville, Schnell, Janisch, Blaise, Krogh Gerson, Payal, Bettmer, Leweck. Substitutes Oberweis, Malget, Hoffmann, Peters, Da Mota Alves, Bensi, Laterza, Philipps, Jans, Turpel.
Scotland (4-4-2): Gilks, Whittaker, Dixon, Berra, Hanley, Mulgrew, Fletcher, Shinnie, Naismith, Rhodes, Miller. Substitutes Samson, Webster, Barr, Davidson, Kelly, Griffiths, Bell.
Referee C Zimmermann (Switzerland).