The Trek-Segafredo rider clocked five minutes and 57 seconds to beat Britain's Alex Dowsett (Movistar) by two seconds and Australian Alexander Edmondson (Orica-Scott) by seven seconds.
The favourites for the overall classification did not take any risks on the wet roads, with Britain's Simon Yates (Orica-Scott) ending up 18 seconds behind.
Tour de France champion Chris Froome (Team Sky) finished 29 seconds off the pace.
Wednesday's first stage is a 173.3-km mountainous trek from Aigle to Champery.
Read the original article on Eurosport: Felline wins Tour de Romandie prologue