Fergus Pringle's side came into the clash on the back of an impressive win in Italy and a spirited display against England, but a slow start proved costly. Wales, aided by a strong first-half wind, raced into a 19-0 half-time lead through tries from Luke Evans and Bailey Cutts, along with three penalties from Carwyn Leggatt-Jones.
Scotland had a try ruled out before the break and struggled to turn pressure into points. They responded early in the second half when centre Campbell Waugh crossed, but Wales quickly hit back to maintain control.
A fourth Welsh try on the hour stretched the gap, leaving Scotland with too much to do. Replacement forwards Jack Marshall and Jackson Rennie both powered over late on to give the Scots some hope. They did push hard for bonus points, but chances went begging.
It was a frustrating evening for Scotland, who showed fight in the closing stages but were left to rue missed opportunities and an error-strewn first half in the Welsh capital.