Defoe helped ease the pressure on Capello when he volleyed home after three minutes of England's opening Group G tie at Wembley Stadium and the striker capped a fine team performance with two more well-taken goals in the second half.
Substitute Adam Johnson also scored his first international goal in the 83rd minute.
Although England celebrated a convincing victory margin they also needed an outstanding performance from new first-choice goalkeeper Joe Hart.
Hart made three excellent saves but the key one, and the turning point of the game, came when he got a strong right hand to a shot from Stanislav Angelov in the first half and set up a counter-attack in the process.
Fourteen seconds after Hart's save Defoe had the ball in the back of the net. Instead of being level at 1-1, England led 2-0 and Bulgaria's resistance was broken.
Wayne Rooney, who had a poor World Cup in June, looked like a new man playing deep and roaming around in attack and had a hand in all four goals.
He almost ended his 10-match scoring drought for England with a superb chip after 50 minutes which goalkeeper Nikolay Mihaylov tipped over the bar.
The only blemish on an otherwise encouraging night for England came after 57 minutes when defender Michael Dawson, winning his second cap, injured his knee and left the field on a stretcher in obvious pain.
England, starting with seven of the side eliminated from the World Cup by Germany in the second round, bore little resemblance to the team that played so dismally in South Africa.
They produced more movement, passes and sheer vigour in the opening 20 minutes than they did in their four World Cup games.
England captain Steven Gerrard set up the move that led to Defoe's early breakthrough with a long pass upfield which found Rooney.
He in turn fed Ashley Cole and although his first effort was parried by Mihaylov, the defender's second cross found Defoe who smashed a volley into the roof of the net.
England controlled the rest of the half without seriously threatening to increase their lead but Bulgaria came close to an equaliser when Glen Johnson diverted a cross from Chavdar Yankov too powerfully towards his own goal, forcing Hart into a smart stop.
It was not all plain sailing for England. Without the injured John Terry and Rio Ferdinand at the heart of his defence, Capello gambled on Dawson and Phil Jagielka as his centre-backs.
The pair acquitted themselves superbly until Dawson's injury meant he was replaced by debutant Gary Cahill.
Defoe shone the brightest, doubling the lead after 61 minutes with a left-foot shot and completing his hat-trick four minutes from time with an angled drive that gave Mihaylov no chance.
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