Barcelona arrived in Bilbao without injured Samuel Eto'o, so Gudjohnsen joined Lionel Messi and Ronaldinho in attack.
Athletic started very much on the front foot, pushing Barcelona into mistakes in possession early on. The home crowd made life difficult for the visiting champions.
Fran Yeste delighted them on 11 minutes, opening the scoring with a sublime volley from a Fernando Llorente cross. It was exactly what the Basques deserved after an attack-minded opening period.
Immediately Barca came back. Deco was afforded an ocean of space on the edge of the penalty area, but dallied over his shot and the ball was put out for a corner.
Although they had already begun to exert more control over the match, one incident a few minutes later made life a good deal easier for the Catalan club. Lionel Messi sauntered forward down the centre of the pitch and fed the ball through for Gudjohnsen, who was brought down by Casas.
Referee David Fernandez Borbalan blew and issued a red card, much to the consternation of the fans in the San Mames. Ronaldinho's free kick flew over the bar, but the protestations continued long afterward.
Frank Rijkaard sensed that Barca's star was in the ascendancy and replaced defensive midfielder Edmilson with a fourth attacker, Ludovic Giuly.
However Athletic dug in and defended doggedly. It looked as though they would survive until the break then, in first half injury time, Barca equalised.
After a dangerous ball across, Gudjohnsen retrieved possession near the touchline. He turned inside and whipped in a low cross for Puyol to finish at the near post.
In the second half it was all Barca. Only a minute in, Rafael Marquez volleyed towards goal from twenty yards. His shot cannoned off the inside of the post and flew to safety.
After an hour Xavi played a delightful pass through on the floor to Gudjohnsen, who seemed at the head of every Barcelona attack. The former Chelsea striker finished first time into the far corner as Athletic goalkeeper Inaki Lafuente came out to meet him.
Saviola, who recently thought he would never pull on a maroon and blue shirt again, replaced the Iceland international and added to the tally in the 77th minute.
Ronaldinho came forward and found Xavi inside, who played a pass to another substitute, Andres Iniesta, who had come on for Deco. He passed across and Saviola made no mistake from ten yards.
Shortly after Ronaldinho tried an exquisite chip over Lafuente, but it fell just wide of the post.
The home crowd chanted about robbery, but the truth was Barcelona deserved the win. Much like last year's red card for Arsenal's Jens Lehmann in the Champions League final, the sending off made for an uneven contest, but it was intriguing nonetheless and Athletic can take heart from their performance.