Wolves skipper Coady fired home from Kieran Trippier’s 53rd minute free-kick on a night when players from the West Midlands helped propel the Three Lions to a comfortable 3-0 victory.
Villa’s Jack Grealish capped a superb full debut by setting up Dominic Calvert-Lewin for a first-half opener.
After Coady had doubled the advantage, Tyrone Mings then got in on the act by setting up Danny Ings for England’s third shortly after coming off the bench.
Despite this being a rare meeting of two old rivals, both teams clearly had more than one eye on their upcoming respective Nations League fixtures.
Coady, the first player to net for England since Steve Bull, saw his night get even better when he was handed the captain’s armband after Trippier was taken off in the 58th minute.
This was England’s most inexperienced starting line-up in 40 years and had a combined 54 caps, one fewer than Liverpool skipper Jordan Henderson, who was among the substitutes.
In fact, the Three Lions side named by Gareth Southgate had more combined appearances in the EFL than they have in the Premier League.
Originally pencilled in as a fixture which would usher in a number of supporters before the Government’s Covid rules changed, this was England’s first home game in 11 months.
Belgium, the number one ranked team in the world travel to Wembley on Sunday afternoon for a Nations League game which will see Southgate recall the likes of Harry Kane and Harry Maguire.
Wales boss Ryan Giggs - who played for England at schoolboy level - also rested key men as he continues to put his faith in the young talent being produced.
After the national anthems echoed around an otherwise silent Wembley, a video montage played paying tribute to former England internationals who had died since the 7-0 win over Montenegro last November.
Jack Charlton, Martin Peters, Norman Hunter, Peter Bonetti, Trevor Cherry and Peter Whittingham were all remembered as the two teams gathered around the centre circle.
Wales had the better of the opening exchanges as an inexperienced England, represented by players from 10 different clubs, failed to click.
Despite that, Calvert-Lewin got in behind and skipped past Wayne Hennessey in the Wales goal but the angle was too acute for the 23-year-old to turn home.
Kieffer Moore had the first decent chance for the visitors but shot wide of Nick Pope’s goal just after the 20-minute mark before England finally whirred into life.
Grealish, already looking at home, got in down the right and crossed perfectly for Calvert-Lewin to head in with all the familiarity of his recent performances for his club.
With England starting to enjoy more of the ball, Coady should have done better when a cross fell to him in the box but the Wolves captain could only fire high and wide.
Wales lost Moore to injury later on in the first half as he hobbled off to be replaced by Liverpool’s Neco Williams.
Giggs made further changes a the interval as youngsters Ben Cabango and Dylan Levitt replaced Joe Morrell and reported Tottenham target Joe Rodon.
England would double their lead soon after the restart, Grealish again involved as he won a free-kick down the right.
Captain for the night Trippier swung in a cross which Coady finished coolly on the half-volley for his maiden England goal and his first of any kind in 901 days.
Reece James came on for his debut following the goal, replacing Trippier, as Mason Mount and Mings were also introduced.
Calvert-Lewin was withdrawn with the changes meaning Ings moved to a preferred central role – and he soon took his chance to shine, turning home an overhead kick from Mings’ knockdown.
The goal marked a long journey for Ings who picked up his second cap last month, five years on since making his debut.
Saka almost followed Calvert-Lewin’s lead to score on his debut but Hennessey did well to palm away the Arsenal man’s deflected strike.
With 15 minutes remaining, Southgate made his last substitutions as Harvey Barnes was handed his debut - Ainsley Maitland-Niles and James Ward-Prowse also coming on.
Ings was denied a second with another fine Hennessey stop while Saints team-mate Ward-Prowse also stung the palms of the Wales stopper in stoppage time.
Southgate will be pleased with both the result and the performance of his charges - many of whom will be hoping to figure in Euro 2020 next summer.