The undermanned Bombers took it up to the heavily-favoured Bulldogs and led by 11 points early in the final quarter, but the Dogs then kicked six unanswered goals to win 19.14 (128) to 14.14 (98).
Essendon's already long injury list looks to have become even worse, with Mark McVeigh and Sam Lonergan forced from the field early in the last term with hamstring injuries.
While the Bulldogs were outrun at stages and nearly lost control of the game, they rallied when it counted and their greater class proved crucial.
Midfielders Daniel Cross and Ryan Griffen helped steady their side and then put the game out of Essendon's reach, while ruckman Will Minson's important last quarter featured two goals.
Key defenders Dustin Fletcher and Patrick Ryder were outstanding for the Bombers and McVeigh's injury was particularly damaging given his strong game.
The Bulldogs, who fell away badly last season, have now opened with four straight wins.
But they had several players well down on form tonight and Essendon nearly took the game out of their reach.
The Dogs kicked the first goal in the opening minute and had put through another two before Essendon responded.
Confirming their favouritism, the Bulldogs led by 26 points at the main break, before Essendon ramped up their defensive work.
They reduced the margin to 17 points at half time and hit the front for the first time at 21 minutes into the third quarter.
Essendon led by 10 points at the last change, but they were unable to score the crucial opening goal of the final term.
That went to Minson, who marked and then scored from an acute angle.
They regained the lead two minutes later through Jarrod Harbrow's accurate snap and soon had control of the match. Essendon had already lost captain Matthew Lloyd (calf) and Leroy Jetta (hamstring) after last week's game and Angus Monfries was a late withdrawal with food poisoning.
Western Bulldogs 5.4 10.6 13.8 19.14 (128)
Essendon 1.2 7.7 14.12 14.14 (98)
GOALS
Essendon: Stanton 3, McVeigh 2, Hille 2, Davey 2, Winderlich, Lovett, Lovett-Murray, Reimers, Laycock
Western Bulldogs: Welsh 3, Akermanis 2, Minson 2, Griffen 2, Harbrow 2, Giansiracusa 2, Cooney, Johnson, Hahn, Eagleton, Lake, Murphy
BEST
Essendon: McVeigh, Fletcher, Stanton, Davey, Hille
Western Bulldogs: Akermanis, Griffen, Cross, Minson, Lake, Cooney
INJURIES
Essendon: Lonergan (hamstring), McVeigh (hamstring)
Western Bulldogs: Nil
Reports: Nil
Umpires: Stevic, Head, McLaren
Official crowd: 47,641 at Telstra Dome
