Kane, substituted to an ovation from the almost 2,500 England fans, was the third England player to score a hat-trick at a World Cup finals following Geoff Hurst in the 1966 final and Gary Lineker against Poland in 1986.
However, the biggest cheer of the day was reserved for the 78th minute when Felipe Baloy scored Panama's first ever finals goal.
But what have we learned from their two Group G performances so far?
"It's nice it's a game where we're not up to our neck in pressure".
John Stones also scored two and Jesse Lingard scored England's third goal.
The Football Association said 2,080 tickets were sold through the official England Supporters Travel Club with an additional 1,680 sold by Fifa to fans with United Kingdom addresses, making 3,760 in total.
"We were feeling rather frightened at half-time because of the huge difference between us and England, and also Belgium".
Kane had scored 12 goals from 23 appearances, and first captained England during 2017's summer World Cup qualifier in Scotland.
England are the World Cup's set-piece specialists, with six of their eight goals so far coming from dead-ball situations, according to Opta.
Yet again the Spurs man was remorseless, lashing his spot-kick into the exact same corner as before to make it 5-0.
He added: "It's odd because I enjoyed that win more because of the tension in it and the fact you get over the line when you're really under pressure is very special".
Japan goalie gifts Senegal goal after committing embarrassing mistake
It took just 11 minutes for Japan to find themselves behind and it was Haraguchi and Kawashima who were at fault. But Japan didn't waste time to get back into it, scoring 20 minutes later off a fine finish from Takashi Inui.
49' It's been a slow start to the second half, with Panama taking a more conservative approach to proceedings.
What can be said with confidence is that this has been an impressive, vibrant opening to their World Cup campaign by England, and while it is early days and the serious business will start in the knockout phase, Southgate and his squad will not have seen anything they should fear.
Finishing top of Group G would bring a possible quarter-final against Brazil or Germany, while the runner-up would potentially go on to face Mexico or Switzerland.
"First time in a long time since we've seen a hat-trick from England player in the World Cup, absolutely delighted for Harry and the team", tweeted Hurst. "I think we were a little bit anxious at the beginning".
Against Panama, they were clinical and made the most of the dead-ball scenarios they had to score goals.
England picked up where it left off in Volgograd, with a corner from Kieran Trippier headed into the net in the eighth minute.
"The free kick we scored against Panama just shows how imaginative we can be going forward".
Kane then scored his second penalty in first-half injury time after he was nearly farcically wrestled over at a corner, despite further Panama complaints. England must hope that Dele Alli recovers from injury to resume his role in Kane's back.
This must be England's key to success as the opposition have no idea who they will be up against!
England's captain became the tournament top-scorer with his fifth goal in two games on a hot afternoon in Nizhny Novgorod in which they comfortably qualified for the last 16 by dismantling their opponents.