Dempsey was back playing a centre-forward's role in the absence of Pavel Pogrebnyak and Andy Johnson.
Manager Martin Jol hailed the American's performance, although he felt he should have had another treble.
He said: "It would probably have been his first hat-trick away from home - but he will always be on the end of things, like he was for second goal.
"He is eager to score - Pog was not there, Andy Johnson was not there, so he was the only solution for us."
Of his goal tally, he said: "If you consider that he scored most of his goals from a wide position, that is quite amazing."