In a game in Bratislava, played in an unusual atmosphere after Slovan side-stepped a stadium ban for racism by giving 21,000 tickets to children, Wolves fought back from a goal down to win 2-1.
Andraz Sporar gave the home team an 11th minute lead in the Group K tie.
Romain Saiss levelled in the 58th minute with a low, long-range shot that bobbled through goalie Dominik Greif's legs
Six minutes later, Vernon DeMarco gave Raul Jimenez a shove in front of goal and the Wolves striker scored the winner from the resulting penalty.
Diogo Jota collected one yellow card after 86 minutes and another one minute later, but Wolves held on to win away for the fifth time in Europe this season.
"We managed to take what we wanted from the game," Nuno Espirito Santo, the Wolves manager, told BT, the British broadcaster. "Our aim is to enjoy this competition."
A penalty also proved pivotal in a Group J game in Rome.
Nicolo Zaniolo gave Roma the lead over Borussia Moenchengladbach but Chris Smalling conceded a penalty in the fifth minute of added time and Lars Strindl, a second-half substitute, calmly converted.
Roma stayed top of the group while 'Gladbach are last.
Porto were held 1-1 at home by Steven Gerrard's Rangers after both teams scored with a long-range blast. Luis Diez gave Porto the lead after 36 minutes. Alfredo Morelos replied eight minutes later.
The two teams have four points, two behind group leaders Young Boys who won 2-0 at home to Feyenoord.