The 22-year-old removed Pieter Seelaar, Bernard Loots and Berend Westdijk with the last three deliveries of the match to skittle the Dutchmen for 115 runs in 31.3 overs.
Team mate Sulieman Benn applauded Roach, who finished with figures of six for 27.
"Brilliant man. His bowling tonight was exceptional, I'm really pleased for him," said Benn.
"I'm glad he got that hat-trick — I'm really proud of him." Out to convince the skeptics, West Indies earlier rattled up 330-8 and then returned to bowl out their upstart Dutch opponents for an easy victory that would do their confidence a world of good.
After the patchy display against South Africa on Thursday, the West Indies batsmen came up with a more consistent show against the wayward Dutch bowlers with Chris Gayle (80), Devon Smith (53) and Kieron Pollard (60) helping themselves to comfortable half-centuries.
They then returned to unleash Roach and towering left-arm spinner Benn (3-28) to dismantle the Dutch resistance.
Roach trapped Seelaar and Loots lbw before flattening Westdijk's middle stump to complete his hat trick.
Having lost their top half for 36 runs inside 11 overs, the Netherlands' chase looked doomed right from the start and it was a morale-shattering defeat for the side that gave England such a scare last week before narrowly going down.
Put into bat at the Feroz Shah Kotla Stadium where they went down to South Africa on Thursday, West Indies got off to a rollicking start with Gayle and Smith stitching together a century opening stand.
Down the order, Pollard celebrated his promotion in the batting line-up with a 27-ball blitz to guide the team past the 300-mark.
Smith dominated the initial stage of the opening partnership but soon Gayle followed suit, hitting three boundaries off ten Doeschate's first over and subsequently helping himself to some more even though his second World Cup century would eventually elude him.
After Smith's exit, Darren Bravo (30) proved why people compare him to Brian Lara, wowing the sparse crowd with a fluent 38-ball cameo that included two sweetly-timed sixes before spinner Seelar (3-45) cut short his stay.
Pollard continued punishing the Dutch bowlers, hitting four sixes and five fours in his entertaining knock, but team mate Ramnaresh Sarwan fell one run shy of the half-century mark despite two reprieves from his butter-finger opponents.
