City had led 2-0 from the first leg after their European debut on Thursday.
Defenders Jennifer Beattie and Lucy Bronze fired in from first-half corners to extend the new English champions' lead, as they controlled possession.
Beattie headed in her second after the break, before Isobel Christiansen slotted in City's fourth late on.
Nick Cushing's side have now kept 19 clean sheets in 24 matches in all competitions so far in 2016.
Scotland centre-back Beattie opened the scoring with a low volley from a right-wing corner on 23 minutes and rose unmarked to head in from another right-wing cross after the break.
Striker Jane Ross had also clipped the inside of the post before Bronze - who netted in stoppage time at the end of the first leg - had drilled home from close range before half-time.
Christiansen's neat fourth added to the margin of victory, after Zvezda striker Daryna Apanaschenko had struck the crossbar with their best effort of a one-sided tie.
Zvezda - who reached the last-16 stage in both of the past two seasons and finished second in the Russian league in September - had not lost a home Champions League match since 2009.
Manchester City Women: Bardsley, Bronze (Corboz 77), Stokes, Beattie, Houghton (c), Asllani (Middag 53), Scott, Duggan, Christiansen, Ross, Walsh.
Subs not used: Hourihan, Parris.
Zvezda: Zvarich, Kurochkina, Pozdeeva, Pantyukhina, Orlov,  Apanaschenko (c), Makarenko, Andrushchak, Nurgalieva, Kipyatkova.
Referee: Riem Hussein
Attendance: TBC
Manchester City reached the last 16 of the Women's Champions League as a 4-0 victory in Russia sealed a dominant, 6-0 aggregate win over Zvezda 2005.