The 28-year-old was a threat in the opposition's half with his presence and found the back of the net from two set-pieces.
Ahmed Kutucu had broken the deadlock for the hosts at the Veltins-Arena in
Five minutes later, Marc Uth stretched the dominance with Schalke's third and Sane ensured the victory was sealed with his first brace for the Royal Blues in the 87th minute.
Rouwen Hennings' effort for Fortuna Dusseldorf in the 73rd minute was not enough to inspire a comeback as Domenico Tedesco's men bounced back from their 2-0 loss to Borussia Monchengladbach on Saturday.
Schalke 04 who sit 12th in the German top-flight table visit Bayern Munich for their league outing on Saturday.