The first chance of the afternoon fell to the away side when Lasogga played in Rafael van der Vaart. However, the former Tottenham Hotspur midfielder hit his shot straight at the goalkeeper.
Tomas Pekhart threatened for the home side, but his attempted header came off his shoulder and went out for a goal kick.
Van der Vaart was seeing plenty of the ball early on, but Nuremberg were defending stoutly.
However, the Dutchman broke the deadlock on 17 minutes with an acrobatic scissors kick.
Hamburg ran riot in the second half with a hat-trick from Lasogga.
Lasogga's first came when Van der Vaart picked him out, and the striker slotted the ball into the bottom corner.
After a simple tap-in for his second and Hamburg's third, Lasogga then rifled in his hat-trick goal from 25 yards.