The matches were lined up by the Nigerian Football Federation (NFF) to prepare the team for the World Cup qualifiers, event hough the national team remains without a substantive coach.
The Super Eagles is currently guided by interim coach Salisu Yusuf.
The Luxembourg match was played Tuesday at the Stade Josy Barthel.
Three goals from Brown Ideye, Kelechi Iheanacho and Odion Ighalo took the shine off the lone strike from Thill Vincent for the Luxembourgers.
The match was the second in five days for the Eagles after they defeated Mali 1-0 in France before heading to Luxembourg on Sunday. Nigeria are preparing for the 2016 World Cup qualifiers after failing to qualify for the 2018 Africa Cup of Nations.
Yusuf made six changes to the team which started against Mali bringing on goalkeeper Daniel Akpeyi in place of Carl Ikeme. Leon Balogun gave way for Kenneth Omeruo while Elderson Echiejile was preferred at left-back. Brown Ideye and Umar Aminu also started while Kelechi Iheanacho, who scored the winner against Mali, also started ahead of Ighalo.