It was a second straight win for PSV, who rushed the pair back to play in the 3-1 win at Willem II Tilburg last weekend after they helped the Netherlands finish third at the World Cup.
PSV were joined on six points by PEC Zwolle, who also won for a second successive week by beating Dordrecht 2-1 away.
SC Cambuur and Twente Enschede scrambled to draw 2-2 in their respective games on Saturday as the former snatched a late point away while the latter dropped points at home.
Wijnaldum got the opening goal for PSV but the hosts then found themselves holding on to a tenuous 2-1 halftime lead as NAC ran into on-form goalkeeper Jeroen Zoet.
But three goals in a five minute spell from the 52nd minute put PSV into a 5-1 lead with Depay scoring a freekick and Wijnaldum tucking home his second.
Depay then curled the ball around the wall for his second goal and a 6-1 lead 18 minutes from the end.
Promoted Dordrecht, who last week marked their return to the top flight after a 19-year absence with a surprise win at Heerenveen, went down 2-1 at home to PEC Zwolle.
Teenage New Zealand international Ryan Thomas got PEC's opener but Dordrecht equalised two minutes after the visitors went down to 10 men with fullback Bart van Hintum's dismissal in the 79th only for Mustafa Saymak to grab a stoppage-time winner.
Twente's new signing Kamohelo Mokotjo netted on the stroke of halftime on his home debut but they conceded second half goals to Roland Alberg, with a penalty, and Mike van Duinen before Shadrach Eghan's 86th minute equaliser.
Vitesse Arnhem's Zakaria Labyad scored twice, including a penalty, after Michiel Hemmen’s early opener for Cambuur, who equalised two minutes from time through ex-Nigeria international Bartholomew Ogbeche after having won a controversial corner.
(Reporting by Mark Gleeson; Editing by Ken Ferris)
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