The German side took their place in the first-round of UEFA Cup fixtures after they were knocked out of the Champions League by Atletico Madrid at the qualifying stage last month.
Schalke coach Fred Rutten saw his side jump into a three-goal lead by half-time with Germany defender Heiko Westermann getting the ball rolling after 25 minutes before further strikes from Ivan Rakitic (36) and Vicente Sanchez (41).
Schalke fans could have been forgiven for still being wary of their Cypriot opposition having seen their side give up a three-goal lead to draw 3-3 with their Ruhr derby rivals Borussia Dortmund on Saturday.
Those concerns may have been heightened when APOEL substitute Nenad Mirosavljevic netted in the 72nd, but the away side restored their three-goal cushion when Halil Altintop scored two minutes from time.
Hertha Berlin also look on course to progress after they won their home first-leg tie 2-0 against St Patrick's Athletic.
After a goalless first half, the hosts took the lead in the 50th minute thanks to a clinical volley from Maximilian Nicu.
Pat's had few chances throughout the match and fell two behind with 14 minutes left on the clock after Brazilian Cicero slotted home after some neat work from Andriy Voronin.
In the night's other match, late goals from Konstantinos Mitroglou (74) and substitute Sebastian Leto (90) gave Olympiacos a valuable 2-0 win in the away leg of their clash with Norwegian outfit FC Nordsjaelland.