Bahrain took the lead, against an Iran team missing its European-based stars, after 11 minutes as Mahmood Abdulrahman slotted home from close range.
The hosts doubled their lead on the half-hour as Ismael Abdullatif found the target.
Ferydoon Zandi pulled a goal back seven minutes before the break but the revival was short-lived as Sulman Issa headed Bahrain’s third from a free-kick after 54 minutes.
Zandi reduced the arrears again with seven minutes left from the penalty spot but any hopes of a draw were dashed as Mohamed Sayed Adnan also scored from the spot.
Bahrain host Saudi Arabia on Saturday and then are in Riyadh four days later.
The winner of that match will take on New Zealand in October and November with a place at the World Cup on offer.