The Russian Tennis Federation took a 1-0 lead in the Davis Cup final after Andrey Rublev beat Borna Gojo 6-4 7-6 (7-5) in the opening singles in Madrid.
World number five Rublev, 24, lost just two points on his serve in the first set against Gojo, 22, ranked 274 places below him.
The second set was more competitive and Rublev's early tie-break lead was narrowed before he closed out the win.
The Russians will win the title if Daniil Medvedev beats Marin Cilic next.
If the world number two loses to the 2014 US Open champion, the tie will go into a deciding doubles rubber.