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

The fee for the 19-year-old will be decided by a tribunal, with Liverpool expected to pay around £3m.
Solanke, who is currently part of England's squad at the under-20 World Cup in South Korea, spent the 2015-16 season on loan at Vitesse Arnhem, scoring seven goals in 25 games.
He made one senior Chelsea appearance.
As Solanke is older than 17 and will sign a professional contract, Liverpool's transfer embargo, which is enforced on signing academy players from other England clubs for two years, will not apply.
Celtic were also understood to be interested in Solanke, whose only Chelsea game came as a substitute in a Champions League victory against NK Maribor in October 2014.
Solanke will officially become a Liverpool player on 1 July.
Find all the latest football transfers on our dedicated page.

The 25-year-old is set to have a medical at the Premier League club on Tuesday.
Gabbiadini, who has six caps for Italy, joined Napoli from Sampdoria in 2015 and has scored 15 goals in 55 league appearances.
However, he has struggled for a first-team place in recent weeks and has not started a Serie A match since November.
Southampton are looking for extra forward cover, with Charlie Austin expected to be out for another three months with a shoulder injury.
Keep up to date with all the Premier League transfers in January as we track and profile all the players leaving or joining a club this month.
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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.
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Liverpool are to sign Chelsea's teenage forward Dominic Solanke after he failed to agree a contract with the Premier League champions.
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Southampton have agreed a fee of about £14m for Napoli striker Manolo Gabbiadini.