Willie Gibson scored the opener after just four minutes, before Ryan Jarvis added a second with 36 minutes gone.
Gretna spurned a great chance to get themselves back into the game before half-time when Colin McMenamin missed a spot-kick.
Gavin Skelton netted a late consolation for the home side with a terrific strike outside the box, but it was too little too late.
The defeat means the newly-promoted south of Scotland side have lost all three of their opening home games.
Abdul Osman flashed a shot wide in the first minute for Gretna, but three minutes later were trailing after a wonderful finish from Willie Gibson.
Colin Nish released Rhian Dodds down the right and he drilled a cross to the far side of the box where Gibson curled a high shot past Fleming from 15 yards.
Killie, who had already lost the services of centre-half Simon Ford through illness before the game, were forced into another change at the back when Ryan O'Leary was forced off after a clash of heads.
The Irishman Tim Clancy came on at left-back with Frazer Wright moving into the centre.
Jarvis, on-loan from Norwich, doubled the visitors' advantage after good play from Grant Murray and Colin Nish.
Murray swung in a cross and Nish did well to direct a header into the path of Jarvis, who guided it into the bottom-corner from 12 yards.
But Gretna were handed a lifeline just before the interval when Murray chopped down Fabian Yantorno inside the box.
Colin McMenamin stepped up but his powerfully struck penalty crashed off the crossbar onto the goal-line before being cleared.
The home side were unlucky not to pull one back after 58 minutes.
Yantorno flighted in a delicious free-kick and substitute Erik Paartalu beat Alan Combe to the ball but saw his header hit the bar and bounce over.
Nish almost made it three when he raced on to a David Fernandez pass and lobebd Fleming only to see his effort hit the bar.
Gretna's energy and commitment could not be faulted and Booshay drew a good save from Alan Combe.
The Frenchman struck a right-footed shot low to the Killie keeper's left-hand side but he was able to parry it away from danger.