Barbara Nelen (2'), Charlotte Englebert (4'), Abi Raye (19'), Stephanie Vanden Borre (23') and Ambre Ballenghein (36') scored a goal each for the hosts Belgiun.
Speaking ahead of the two-legged tie against hosts Belgium, men's captain Amit Rohidas said, "We've had a successful home leg, and I must say we have gone from strength to strength in the season so far.
The Indian women's team is currently third in the FIH Pro League 2021/22 table with 22 points in eight games.
Odisha Hockey Promotion Council Chairman Dilip Tirkey, Abhijit Paul of Odisha Olympic Association, several other officials and members of the public were also there to welcome the players who scripted history.
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