Soldado slotted home after half an hour as Valencia extended their 100% record after three games.
However, defeat means Sporting are still without a point and are propping up the rest of the table.
Neither side dominated in a competitive opening, Roberto Canella and Andre Castro trying their luck for the hosts but demanding little from the goalkeeper.
There had been few shots on goal when Valencia took the lead a quarter of an hour before the break, Soldado scoring with a right-footed shot from the six-yard box.
Oliveira Jonas shot over the bar for the visitors before David Barral did the same for the hosts as they searched for an equaliser but they could not force a breakthrough going into half-time.
Barral drilled in a long-range shot after the break that did not test goalkeeper Vicente Guaita with Soldado also sending in a couple of efforts before being substituted with 22 minutes left.
Colinas Juan Pablo punched clear a Banega Ever corner as Valencia continued to attack before the goalkeeper comfortably saved from Aritz Aduriz.
Barral tried from 20 yards but was blocked by Adil Rami as the clock wore down.
The hosts were not threatening their opponents' goal with Guaita hardly tested, the keeper just punching away a corner but little else of note.
Valencia duly held on and go top of the table.