It was the fastest four-goal haul in the competition's history and makes Lewandowski the top scorer in Europe this season with 10 goals in five games.
He also saw a first-half strike ruled out by VAR for a handball in the build-up.
"The most important thing is that we played really well, defensively and on the attack," Lewandowski told Sky.
"It doesn't matter who plays, we follow the same plan. I am just as happy when I don't score and we win," he added having failed to score in Saturday's 4-0 win at Fortuna Duesseldorf for the first time in Bayern's 12 league games this season.
Leon Goretzka and Corentin Tolisso also got on the score-sheet in Belgrade, but the night belonged to Lewandowski.