Tshering Dorji scored the only goal in the 81st minute at Colombo's Sugathadasa stadium, stunning the vast majority of the 3,500-strong crowd who had been expecting the hosts to swat aside the visitors.
The winner came as Bhutan launched a counter attack after a sustained period of Sri Lankan pressure, with the skipper Karma Shedrup Tshering passing to Dorji who slotted home calmly from inside the penalty box.
But Bhutan, who normally play against a backdrop of snowy Himalayan peaks, reaped the benefits of acclimatising in the build-up at a training camp in Thailand and coped well with the humid conditions.
"We tried hard to acclimatise to the conditions here. We didn't allow humidity to become a problem," a delighted Bhutan coach Chokey Nima said after what was the country's first ever appearance in the World Cup.
The two teams meet again when Sri Lanka travel to Bhutan's capital Thimpu for a return match on March 17.
Bhutan has been a member of FIFA only since 2000 and a lack of funding had prevented it from taking part in previous World Cup qualification tournaments.
Today's match was one a group featuring the 12 lowest-ranked teams in the Asian confederation who were kicking off the marathon contest for the right to take part in the 2018 World Cup finals in Russia.
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