Wanderers' record signing netted his ninth and tenth Premier League goals of the season in the last 14 minutes as Birmingham committed defensive suicide.
And with skipper Kevin Nolan having another 'good' goal disallowed for offside, Bolton eventually won at a canter.
But they will miss Anelka and Senegal sidekick, El Hadji Diouf, if both ever leave the club, temporarily or permanently.
Diouf is definitely absent for a spell due to African Cup of Nations duty in January.
And Anelka's latest double will have pushed up his value for potential suitors like Chelsea, Manchester United and Manchester City.
However, for all Bolton deserved their victory, they received a helping hand from their opponents. Alex McLeish's side gifted each goal to their hosts to leave the new boss cursing his team.
Stephen Kelly's failure to clear Anelka's cross led to Diouf netting his third of the season. Anelka then seized upon Johan Djourou's throw to round keeper Maik Taylor for his 100th goal with English clubs.
And in stoppage time Cameron Jerome's wayward pass was picked off by Nolan and the midfielder's great pass sent Anelka clear to finish off a great afternoon.
Bolton have not lost in the league at the Reebok under Gary Megson. And a third successive home win had the fans chanting for the 'Ginger Mourinho.'
The start to the match gave hope that he rest of it was going to continue in the same vein. Within the opening minute Ivan Campo whipped in a free-kick which Taylor did well to push away for a corner.
Unfortunately, apart from a few exceptions, the rest of the half was instantly forgettable. And most of the openings came from individual errors including Bolton's best moment when Anelka was denied.
Rafael Schmitz and Radhi Jaidi made a hash of clearing Diouf's cross and Taylor did well to block Anelka's close-range left-foot shot.
Nolan fired into the side-netting after more Birmingham defensive hesitancy while Jussi Jaaskelainen was a spectator at the opposite end.
The Finnish keeper didn't have a shot to save in the opening 45 minutes and only Sebastian Larsson caused the home defence any concern with a cross that Ricardo Gardner prevented reaching Jerome at the expense of a corner.
And in the context of a passionless contest, Nicky Hunt was foolish to collect his eighth yellow card of the season for a poor challenge from behind on Gary McSheffrey.
Birmingham, at least, showed some endeavour when the game resumed. Olivier Kapo replaced left-back Mathew Sadler and, within three minutes, Jaaskelainen was called into action.
McSheffery's free-kick was headed towards his own net by Campo but Jaaskelainen stuck out a leg to rescue the situation.
That was as good as it got for Birmingham as Bolton took charge with their three-goal blitz in the closing 18 minutes.