Paco Alcacer struck in the 90th minute to snatch all three points for Valencia at Sporting Gijon.
The Spain international came off the bench midway through the second half and in the 91st minute headed home a cross from Zakaria Bakkali to give Nuno Espirito Santo's side their first win of the season.
Although there were no goals until injury time, this was an exciting affair which threw up plenty of chances for each side.
Valencia's debutant goalkeeper Jaume Domenech made a series of impressive saves to deny the hosts, tipping a volley from Jony over the bar after five minutes, and then deep into injury time kept out an effort from Antonio Sanabria to ensure his side kept all three points.
Valencia captain Dani Parejo came closest to breaking the deadlock before Alcacer struck in the death, hitting the crossbar early in the second half after playing a one-two with the impressive Enzo Perez.
Later on in the half Sporting defender Bernardo Espinosa nearly diverted a Sofiane Feghouli cross into the net but was relieved to see the ball hit the side of the netting.
Two minutes earlier Sporting striker Miguel Angel Guerrero squandered a dream chance to win it for the hosts but took one touch too many, and minutes later Alcacer decided the game for Valencia.
Valencia move on to five points for the season, while the Asturian side suffer their first defeat since returning to the top flight, but are still yet to score a goal.