Wesley Said opened the scoring for the Qatari side in the eighth minute, drilling a low left-footed shot from inside the penalty area.
Riyad Mahrez teed up Al-Shamal's second in the 48th minute. His low cross found compatriot Baghdad Bounedjah, who turned it past Mohammed Al-Owais.
The Algerian star wasn't done. He swung in a free-kick that Tunisian midfielder Mohamed Ali Ben Romdhane headed into Al-Hilal's net in the 54th minute.
That was the fifth goal Al-Owais has conceded in just three appearances for Al-Hilal this season.
The Saudi goalkeeper has kept just one clean sheet, in the 2-0 win over Al-Raed in the round of 32 of the Custodian of the Two Holy Mosques Cup last August.
Al-Owais then started against Neom in the sixth round of the Saudi Roshn League. He shipped two goals that handed "the Leader" its first defeat of the campaign.