He took to the front in the uphill sprint with 200 metres to go and never looked back, easing to victory over Mads Pedersen and Enric Mas, who finished second and third respectively.
Despite question marks over his form going into the race, the rest of the peloton will be on notice as the Slovenian chases a fourth-straight Vuelta crown.
After a rest day on Monday and three days in the Netherlands, La Vuelta finally hit Spanish soil and a break of two in the form of Alexey Lutsenko and Alessandro De Marchi went clear in the opening two kilometres.
They held a steady advantage over the peloton, but four more riders jumped six kilometres later to swell the front group to six. Of those six, Lutsenko was best placed overall, just 46 seconds back on GC leader, Affini and his Jumbo-Visma team kept the break close throughout the day.
The Puerto de Opaku was the only major climb before the finale and it was Joan Bou from Euskaltel-Euskadi, who took maximum points. He would end the day in the polka dot jersey as leader of the king of the mountains classification.
There were a couple of dramatic moments in the peloton on what was a quick day in the saddle, with the bunch splitting midway through the day. However, no-one suffered any time losses as Jumbo-Visma and Bora set tempo, bringing the break’s advantage to near a minute with 50 kilometres to go.
On a lumpy day, the break split apart, De Marchi, James Shaw and Lutsenko showing they were the strongest of the original six.
They were caught just after the intermediate sprint with 34.8km to go, but the action would start on the final climb of the day, a six kilometre hit up the Puerto de Herrera.
Jumbo-Visma and Affini had started the climb on the front but it was surprisingly Trek-Segafredo who really ramped up the pace, shelling a lot of non-climbers in the process.
The biggest scare of their pace was Juan Ayuso. The teenager had been touted as a potential top-10 finisher of the race, but he struggled to hold the wheels inside the final 20 kilometres. Others notable names struggling at the back were Sergio Higuita and Ethan Hayter, who was tipped for the stage win, but all three made it into the front group as they headed for what was likely to be a punchy sprint.
Before that though, Remco Evenepoel showed off his descending prowess, lining out the bunch, hitting speeds of 90kmh and putting the pressure on race favourite Roglic. A casualty of it was Vojtech Repa, clouting the side of the road at high speed. Repa was checked over by the race doctor and the Czech rider was able to finish the stage.
The race was split apart thanks to Evenepoel, and attacks started to fly with veteran Vincenzo Nibali keeping the pace high as they headed for the finish.
Inside the final kilometre, riders fought for position in a messy sprint, with Pedersen getting the best leadout, but it was Roglic who kept his head and controlled it throughout to take his 10th stage victory in the race.
Sam Bennett picked up points in the green jersey competition earlier on in the day to hold onto that jersey and Hayter keeps the young riders’ white jersey.
In the general classification, Roglic leads his teammate Sepp Kuss by 13 seconds with Hayter another 13 seconds back.
Stage five sees the riders head from Irun to Bilbao on another up-and-down 182.7km day.