Andre Villas-Boas has made a perfect start to life in Russia, with Saturday's victory Zenit's fourth in as many matches under the Portuguese coach.
Hulk put them ahead in the 21st minute, but the visitors were level seven minutes after the interval through Joaozinho.
Parity lasted just 12 minutes though, as Hulk netted his second, and after Jose Rondon added a third, the Brazilian forward completed his treble in stoppage time.
That win sent Zenit two points clear at the top and they were to remain at the summit as Lokomotiv could only draw 0-0 at home with rock-bottom Anzhi 24 hours later.
Anzhi remain rooted to the foot of the table, two points behind Volga, who were thumped 5-0 at home by Dinamo Moscow on Monday.
Alan Kasaev netted twice for the victors - who scored all of their goals in the final 37 minutes - while Alexander Kokorin, Artur Iusupov and Christopher Samba also got on the scoresheet.
Dinamo are fourth, with Volga having now lost eight matches in a row, leaving them deep in relegation danger.
CSKA Moscow remain four points adrift of the leaders in third after their fifth successive league win.
Ahmed Musa's 17th-minute strike was enough to earn them a 1-0 win over Ural, who are still stuck in the bottom four.
Spartak were also 1-0 winners, with Yura Movsisyan's early goal proving the difference in their home clash against Krylya Sovetov.
At the wrong end of the table, Tom Tomsk's 0-0 draw with Amkar Perm did little to ease their relegation fears, while Terek Grozny's recent good run of form continued at home to Rostov.
In a game which saw both sides reduced to 10 men, Grozny won 3-0 to make it 10 points from their last four outings, lifting themselves up to 11th in the process.
Mauricio gave them the lead from the penalty spot in the 26th minute and Rostov's Guelor Kanga was sent off nine minutes later.
Ailton Almeida then added a pair of goals, the second of which was a penalty, meaning Rizvan Utsiev's second yellow card had little impact on the match.
Elsewhere, Rubin Kazan suffered a third straight defeat, going down 2-0 at home to Kuban Krasnodar on Sunday.
