Nene doubled his side's advantage on 26 minutes when he found the target with a free kick.
Two minutes later it became 3-0 to Cagliari, as Marco Sau latched on to a Nene through ball and shot home from the right side of the box.
Siena could have pulled one back in the 35th minute when they were awarded a penalty. Davide Astori's challenge on Simone Vergassola saw the referee point to the spot, but Emanuele Calaio's penalty kick was saved by Michael Agazzi.
However, three minutes before the half-time interval, Siena did score, as Erjon Bogdani headed home Calaio's pass.
Things turned from bad to worse for Siena on 76 minutes when defender Neto was dismissed for a second bookable offence.
That virtually wrapped up the points for Cagliari, although Thiago Ribeiro managed to make it 4-1 in the final minute of normal time.