Belgium, who are first in FIFA's World Rankings, overcame San Marino, who are last, to record their seventh consecutive victory of the year.
Benteke replaced Romelu Lukaku, who had celebrated scoring his 50th international goal in the first-half, in the 76th minute and made an immediate impact by netting three minutes after coming on.
Palace's Belgian frontman wrong-footed goalkeeper Simone Benedettini from the edge of the area to net his country's seventh goal.
Up next, the Red Devils face Kazakhstan on Sunday as they seek to continue their impressive run of form.
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