In Cardiff, Scotland, with three new caps, were outgunned 23-10 following a whirlwind start by the home side.
Wales bagged two tries in the opening 15 minutes from RBS man-of-the-match Rhys Williams and Adam Jones.
New Scots skipper Chris Paterson landed a drop goal for Scotland but a couple of penalties from outside-half Stephen Jones gave Wales a comfortable 18-3 lead at half-time.
Williams' second try killed off any hopes of a comeback and Scotland suffered a further blow when centre Brendan Laney was forced off with what was feared was a broken bone in his hand.
But Hansen reminded Scotland that he could empathise with their predicament.
"I said to them that I know exactly how you feel," said the New Zealander.
"I just told them they must not stop believing in themselves.
"They have to continue to believe in the things they want to change. It's difficult when you are under pressure not to go back to old habits.
"If they stick to the changes then Scotland will be a good side in the next few years and that is only good for international rugby."