Martial poked home two close range finishes in the first half before adding a delightful chip in the second half to become the first Manchester United player to score a hattrick since Robin Van Persie in April 2013.
The France international’s treble took him to 14 Premier League goals this season and 19 in all competitions.
"It's special for me because it's my first one and I hope it's not the last one," Martial told Sky Sports.
"It was a long time with nobody scoring three goals [for United].
"It was an important win against a team who are just behind us, so it is important for us to keep going and win the next one."
United manager Ole Gunnar Solskjaer was equally delighted with the performance of his leading frontman.
"I'm very happy for him," Solskjaer told Sky Sports after his side made it 13 games unbeaten in all competitions.
"The first two he is in the box, ready from crosses. We've worked a lot with Anto on his movement in there, [telling him to] be patient in there.
"He's a quality player who can drop out of the box and get some touches, but that's where you score the goals. And the last one is, of course, very nice combination play and a great finish."
United are now two points behind fourth-placed Chelsea who host Manchester City on Thursday.