The Dutchman scored one goal and set up the other four, with Lyon claiming a fourth consecutive win to move into third place in Ligue 1 above Marseille, who could only draw 0-0 with Montpellier in the late game.
Well adrift of champions-elect Paris Saint-Germain and second-placed Monaco, goal difference is all that separates the sides with six games of the season remaining.
Lyon were 2-0 up at half-time against Ligue 1’s bottom club, with Depay twice sending in corners for Brazilian defender Marcelo to score.
The former Manchester United man got his name on the scoresheet in the 65th minute and then teed up Bertrand Traore and Mariano Diaz for further goals as Lyon won 5-0 on their travels for the fourth time this season.
Depay has now scored 13 league goals this season, with four coming in his last three games.
“He seems happy on the pitch and full of confidence. When you have talent like he has, and that much confidence, you get performances like his last two,” said Lyon coach Bruno Genesio of the 24-year-old.
“But I also think that his position, with more freedom and fewer defensive tasks, really helps him in that regard.”
With only the top three qualifying for Europe’s elite club competition from France, it has come down to a straight fight between Lyon and Marseille to see who will join PSG and Monaco.
Former European champions Marseille were five points ahead of OL before hosting their rivals last month. Depay’s late goal gave Lyon a 3-2 win that night and now the Dutchman’s side have the advantage on goal difference.
Missing several key players, including top scorer Florian Thauvin, Marseille were not at their best against Montpellier, with tiredness also an issue after their 1-0 defeat at RB Leipzig in their Europa League quarter-final, first leg on Thursday.
Injured defender Adil Rami was another of those missing, and he watched from the stands with his girlfriend, Canadian-American actor and model Pamela Anderson.
They saw Morgan Sanson come closest to scoring for Marseille, with a shot against the post in the second half.
PSG are 14 points clear at the top of the table from Monaco and will have the chance to clinch the title when they host last season’s champions next weekend.
The capital side drew 1-1 at Saint-Etienne on Friday while Radamel Falcao and Rony Lopes scored as Monaco beat Nantes 2-1 on Saturday. The principality club, unbeaten in 17 in the league, are seven points ahead of Lyon and Marseille.