Aldershot Town 2 Rochdale 4
The result was startling for the fact that it was Thompson's first game upfront and the light work the Manchester side made of a team that has beaten four of the top seven sides at home this season.
Rochdale started gorging on a flaccid Aldershot in the 18th minute. The catalyst was Danny Hylton legitimately stopping to protest a foul while Rochdale kept playing.
Nicky Adams - who ran riot down the right flank - crossed to the unmarked Thompson inside the penalty area to tap home.
On 23 minutes, Kirk Hudson stopped after mis-placing a pass. Play continued and Adams crossed to Thompson who made no mistake from six yards.
It should have been four to Rochdale on the half-hour mark. Thompson turned provider but Chris Dagnall saw his effort roll agonisingly across the face of goal.
On 34 minutes, Thompson completed a 17 minute hat-trick.
Amazingly, Dean Howell and Hudson still showed no inclination to defend and Adams flighted a ball onto the head of Thompson to head home from 2 yards.
Aldershot then produced a couple of half chances as Rhys Day headed over from a Scott Davies free-kick and Chris Blackburn then headed wide from the subsequent corner.
Rochdale's moment of charity simply spurred them on as Mikhael Jaimez-Ruiz produced a good save to keep out Gary Jones' free-kick in the closing minutes.
Then in injury time Ciaran Toner fired home from 35 yards into an unguarded net after Jaimez-Ruiz saved well from Thompson.
Rochdale started the second half in similar fashion and Rory McArdle headed onto the crossbar from Adams' corner on 54 minutes, but they could not maintain the momentum.
Aldershot rallied in the final 15 minutes and substitute Andy Sandell burst through the Rochdale midfield releasing Kirk Hudson.
The winger crossed and Marvin Morgan slid in to score from five yards.
On 79 minutes, Morgan was hacked down by Nathan Stanton inside the box and received a straight red and from the spot, Scott Davies smashed low into the bottom left corner.