The Wrestler star, 62, defeated Elliot Seymour - a former California Golden Gloves champion 33 years his junior.
Rourke sent Seymour to the canvas twice in the second round before the referee stopped the fight.
The Oscar nominated actor was an amateur boxer before finding fame in Hollywood movies such as 9 1/2 Weeks.
The organisers of the match said the boxers were receiving "large amounts of money" in fees but declined to give details.
"I'm very happy to be back to the boxing ring. Thank God for letting me do this", Rourke said ahead of his fight with 29-year-old Seymour.
He refused to go into detail about his motivations for returning to the ring, but told Russian TV boxing had "sort of saved me from myself".
The actor is reported to have lost more than 33lbs (15kg) for the fight, weighing in at 179.2lbs (81.3kg), the same as his rival.
Seymour is ranked 256th in the United States and before the fight with Rourke had one knockout and nine losses in 10 bouts.
Rourke returned to boxing as a professional in the 1990s and was undefeated in eight fights, with six wins and two draws.
However he suffered a number of facial injuries, which required surgery and changed his appearance.
In 2008 Rourke won a Bafta and Golden Globe for his role in the film The Wrestler, which told the tale of a former wrestling professional who decided to return to the sport.
He was also nominated for a best actor Oscar, but lost out to Sean Penn in Milk.

Officers found Jia Li Huang, 63, in a property in Atkinson Road, Urmston, at about 12:30 BST on Monday after being called to reports of an injured woman.
The woman had suffered head injuries and was taken to hospital.
Lorand-Sebastian Zdarcea, 35, of no fixed abode, was remanded in custody on charges of murder and attempted murder by Manchester Magistrates Court.
He is due to appear at Manchester Crown Court on Thursday.

The deal sees the Northern Irish rider continue his partnership with the Hawk Racing team for the North West 200, Isle of Man TT and Ulster Grand Prix.
The 13-time TT winner and Mountain Course lap record holder will also contest the Southern 100 and the first British Superbike round at Donington.
Dunlop, 27, will test the new machine for the first time on Wednesday.
That shakedown at the team's Mallory Park base will be followed by further test sessions at Cartegena and Almeria in Spain.
The Ballymoney rider won the Superbike and Senior races at last year's Isle of Man TT, setting a new outright lap record of 133.962mph for the circuit in the latter event.
He recorded the first-ever sub-17 minute lap of the course in the week's opening Superbike outing on a BMW.
Dunlop also set a new absolute lap record of 123.207mph for the Triangle circuit during the Superbike race at the North West 200 in 2016.
In addition to his TT successes, he boasts five victories at the North West and six triumphs at the Ulster Grand Prix.
"I was chatting with Steve Hicken, the team manager, for a while, and obviously we've worked together a lot before," said Dunlop.
"With the new bike coming out it's been a bit different and we had to gather up exactly what was happening and to see where we were both going to be at this time.
"This is a good team and I know they can take a new bike and get it right. It's going to be interesting this year. I've been helping the team build my own bikes."
Bennetts Suzuki team manager Hicken added: "We've known Michael for a long time and always wanted to work with him again this year, so we're really pleased we've been able to put a deal together.
"We've made good progress already with the development of the new GSX-R1000, and we know the potential is there with the bike, especially with a proven winner like Michael on board."
The Hawk-backed Suzuki outfit will also compete in the British Superbike Championship, with former World Superbike champion Sylvain Guintoli and reigning British Superstock 1000cc champion Taylor Mackenzie their chosen riders.
Hollywood actor Mickey Rourke has won an exhibition boxing match in Moscow after returning to the ring for the first time in 20 years.
[NEXT_CONCEPT]
A man has been charged with murder over the death of a man whose body was found by police in Greater Manchester.
[NEXT_CONCEPT]
Michael Dunlop will ride the new GSX-R1000 for the Bennetts Suzuki team at this year's international road races.