Paris Saint-Germain striker Delie, 25, opened the scoring midway through the first half with a powerful finish.
She added a second just after the half hour mark, finishing from close range after good play by Eugenie Le Sommer.
Lyon midfielder Le Sommer made it 3-0 midway through the second half, an easy finish after a solo run from Elodie Thomis.
Elena Morozova pulled one back for Russia with six minutes left after an error from Wendie Renard, but it was a comfortable win for the French, who along with England are favourites to qualify from the group.
England start their campaign against France later on Friday.