The former Chelsea man's excellent pre-season form continued on Tuesday evening, with Graham Dorrans scoring twice and Shane Long also on target in a convincing win
The 34-year-old underlined his potential value to Steve Clarke's side with a classy treble, while Graham Dorrans scored twice and Shane Long netted a goal against his former club.
Anelka, who has scored more than 100 Premier League goals, has now found the net six times in as many pre-season matches since signing for West Brom.
It was a nostalgic affair for Long, with the Irishman handed the captain's armband as he finally scored at Turner's Cross after failing to do so when starting out his career with Cork at the age of 18.
Clarke named a strong side for the match and the visitors' superiority soon told, with Anelka chesting home a Dorrans cross after 25 minutes.
Provider turned goalscorer just before the break as Dorrans drilled home a left-footed effort from the edge of the box.
And the home side were afforded no respite in the second half as Anelka slotted in a third soon after the restart, before Long fired home to rapturous applause a minute later.
Anelka completed his hat-trick after 63 minutes with a placed finish before Andy O'Connell missed a penalty for the hosts after Goran Popov had upended Rob Lehane.
Dorrans rounded off the scoring with 17 minutes to play, racing through to skip past Dave Ryan and roll the ball into an empty net.