The defending Super Bowl champions are 3-0 under Siemian, who took over after Peyton Manning retired and Brock Osweiler went to Houston. He completed 11 of 12 passes while rallying the Broncos to a pair of fourth-quarter touchdowns.
The previous Bronco to throw for four touchdowns was Manning in 2014 against the Dolphins. Siemian went 23 of 35 for 312 yards and a passer rating of 132.1.
Siemian had a 41-yard touchdown pass to Emmanuel Sanders to get it started, and stood in under a heavy rush and connected with Demaryius Thomas on a 55-yard score with 4:23 left to clinch it. Sanders finished with nine catches for 117 yards.
The Bengals got their dormant running game going, but were still out of sync as they fell to 1-2 for the first time in five years. Jeremy Hill ran for a pair of touchdowns and 97 yards — huge strides for Cincinnati's pass-heavy offense — but Andy Dalton couldn't do much after the Bengals fell behind.