Midfielder Khedira had the game's first chance after seven minutes, when his shot was tipped wide by Sassuolo goalkeeper Andrea Consigli. From the resultant corner, Juve took the lead when the ball bounced around, before Alex Sandro found space and time to tuck it past the stopper.
The visitors seemed to settle after conceding the lead, but their spell of possession was undone by a second sloppy corner. This time, Alex Sandro turned architect as he headed on a corner for an unmarked Khedira, who netted from four yards out.
From then on, Sassuolo were out of the contest, and conceded a third just minutes later - Khedira received a lobbed pass and held off his opponent, before pacing down the line and finishing past Consigli.
It was 4-0 before the 40-minute mark, and it was Khedira's turn to register an assist - the German flicked back a cross from inside the Sassuolo penalty area, before Miralem Pjanic drilled the ball into the net with a first-time strike.
With the win all but assured after 45 minutes, Juventus turned on the style in the second period, which belonged to Higuain.
The striker made it 5-0 after darting across the box, before shooting through a crowd of bodies and leaving Consigli unable to parry. Higuain grabbed his second from a long ball over the top, which was controlled effortlessly before the 30-year-old rounded the goalkeeper and scored from a tight angle.
Higuain's third was just as simple - once again, he was played through before chipping the ball over Consigli into the net.
The result takes Massimino Allegri's side top of the table, but Napoli have the chance to restore their one-point lead at the summit when they play Benevento later on Sunday.
JUVENTUS (4-3-3): Buffon; De Sciglio, Rugani (Benatia 46'), Chiellini, Sandro; Khedira (Sturaro 46'), Pjanic, Matuidi (Marchisio 26'); Bernardeschi, Higuain, Mandzukic
SASSUOLO (4-3-3): Consigli; Lirola, Lemos, Acerbi, Peluso; Missiroli, Magnanelli, Duncan; Berardi (Matri 59'), Babacar (Ragusa 81'), Politano (Biondini 64')