He and Harvey Barnes scored twice each as Leicester returned to form, with Vardy's double representing his first two goals in 10 games.
Vardy held his nerve for the first of those goals, drilling a penalty straight down the middle just minutes after coming off the bench.
Asked after the game whether the pressure on the penalty was greater given he had only just got on the pitch, Vardy told Sky Sports: "No, it made it a bit easier.
"The keeper said I was going down the middle - and I was. So he's tried to play my bluff and I've ended up calling his."