Lyon came from a goal down to claim their second victory in their opening two games of the Ligue 1 season.
Ryad Boudebouz gave the hosts the lead with a penalty after four minutes only for Lyon to score two goals in eight minutes at the end of the first half from Yassine Benzia and Alexandre Lacazette.
Yoann Gourcuff scored a third for Remi Garde's side who top the fledgling table.
However, they were forced to respond to the hosts' early penalty, given for a foul by Milan Bisevac on Cedric Bakambu with Boudebouz giving Anthony Lopes no chance with the spot-kick.
Lyon, third in Ligue 1 last season, were immediately on the attack.
Clement Grenier's low 25-yard drive was blocked by Simon Pouplin with Sochaux again grateful to their goalkeeper when he thwarted Grenier's curled free-kick from distance.
However, he could not keep Lyon out forever with the visitors drawing level ten minutes before the break.
Grenier freed Benzia on the left and his 20-yard shot beat Pouplin.
Lyon went ahead eight minutes later and again Grenier and Benzia were involved.
Grenier released the striker on the edge of the area and he backheeled the ball to Lacazette who shot across the keeper into the left of the goal.
The visitors then put some daylight between themselves and Sochaux in the 48th minute.
Steed Malbranque dispossessed Cedric Kante and in turn freed Gourcuff whose fierce 20-yard shot was fired low into the net.
Sochaux were by no means down and out. Julien Faussurier sent in a ball across the goal which Lyon defender Gueida Fofana almost sent into his own net.
Boudebouz was thwarted when Lopes made a reflex save from his fierce snap-shot and the same player saw his drive deflected by the keeper's boot.