The mercurial Sardinian, 36, is almost putting Chelsea into the Champions League next season on his own.
He was instrumental in the first goal and his blistering shot, well saved by Peter Schmeichel for a corner, resulted in Chelsea's second.
But it was the opening goal on 37 minutes that sums Zola up. Seemingly going nowhere at the edge of the City area, he zipped past two defenders before producing a chipped pass into the path of Jimmy Floyd Hasselbaink.
The Dutchman poked out a right-footed volley that smacked off Schmeichel and landed into the net.
City could not defend and failed to produce anything worthwhile upfront, so it was no surprise to see the Londoners go further ahead on 42 minutes.
Zola's blaster had been well parried by Schmeichel but the resultant corner by Graeme Le Saux was met by an unchallenged John Terry who nodded the ball past the hapless keeper.
Another corner on 59 minutes by Hasselbaink was touched on by Terry and the ball flew to the far post where Mario Stanic had the easiest of chances to tap the ball home.
The fourth foal came ten minutes later when a brilliantly created goal saw Frank Lampard and Carlton Cole perform a one-two. The England midfielder zipped through the City defence and sidefooted the ball past Schmeichel.
To heap more misery on Keegan, a defender got the fifth goal when William Gallas received a Stanic ball and clipped it past Schmeichel before chipping it into the net.