As well as Russo's hat-trick, Leah Galton and Lucia García also found the net on a day where Leicester's new forward Remy Siemsen scored on her debut, in what was the only consolation for Willie Kirk's side.
There were three changes to the Foxes' line-up that beat Liverpool three weeks ago, with January signing Siemsen, and academy player Jess Reavill making their first starts, replacing Carrie Jones, CJ Bott, and Missy Goodwin.
However, from the first whistle, it was clear to be a tough afternoon for the Foxes, who were going up against a Manchester side currently leading the way in the WSL and on a run of 11 games unbeaten.
Fifteen minutes in, the hosts broke the deadlock. After several close range saves from 'keeper Janina Leitizg, Alessio Russo found the net, firing low under the German shot-stopper.
Over the next 20 minutes, Leicester grew into the game and saw a couple of chances come their way. First when Cain cut in on her right foot and fired wide before Siemsen saw an opportunity.
After some quick passes, the Australian weaved her way into the box but wasn't able to unleash an effort towards goal and was ultimately forced out of danger by the Man Utd defence.
Just as City were feeling more confident, the home side scored a second when a cross to the back post was headed home by danger player Russo, who would have a brace before half-time.
The final chance before the break went to the Foxes, via a free-kick. With the ball planted towards the box from the corner flag, Courtney Nevin tried to curl one in with her left-foot, forcing a good save from Mary Earps.
Less than 10 minutes into the second half, City looked to claw themselves back into the game when they halved the deficit through debutant Siemsen.
As the ball fell kindly, the No.19 struck a left-footed volley past the helpless Earps to mark a momentous occasion for the Australian. However, City were to be pegged back again moments later.
A dangerous ball into the box wasn't dealt with by the Leicester defenders and Russo was there to claim her hat-trick after placing the ball in a open net.
With less than half an hour to play, United moved themselves out of sight when Galton found the net. Presented a chance from close range, the forward fired low under Leitzig.
Confidence looked to be low for Leicester, and the hosts took advantage by continuing to add pressure, and with it a fifth goal before the end of play, when substitute García found the bottom right corner to round off the scoring on Sunday afternoon.
Major moment - Alessia Russo scores three
Alessia Russo scores her hat-trick against Leicester.
The Lioness' forward was a threat all afternoon for Leicester and her first-half strikes, accompanied with a third in the second period, helped to ensure the points would stay in Manchester.
Who impressed? - Remy Siemsen
Remy Siemsen celebrating her first Leicester goal at Leigh Sports Village.
Despite the loss, new signing Remy Siemsen will be delighted to have got herself on the scoresheet after having to wait over two months for her debut. Having a striker claim a goal will do no harm to Willie Kirk's side as they continue to battle for points in the WSL.
Where do we stand - 12th
City remain bottom of the league with six points.
The defeat leaves Leicester 12th in the WSL, two points behind Brighton & Hove Albion as things stand.
Coming up - Everton (H)
The Foxes return home next weekend for a big WSL clash with Everton.
Next for the Foxes is a home WSL clash against Everton on Sunday 12 March at King Power Stadium (3pm GMT kick-off).
City: Leitzig; Reavill (Smith 46'), Howard, Plumptre, Nevin; Mace, Tierney (Robinson 77'), Green (Pike 77'); Siemsen (Goodwin 57'), Whelan (C), Cain (Baker 88').
Subs: Levell, Purfield.
Goal: Siemsen 48'.
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