The England man, who is expected to start for his country against San Marino at Wembley next Thursday, was in superb form as the Gunners shot down Galatasaray 4-1 at Emirates Stadium.
And the 23-year-old admitted he was so taken up by the occasion that he forgot to pick up his memento.
“I forgot the ball, didn’t I?” he told Sky Sports. ”This is my first hat-trick in my professional career.
“I’m playing up front, trying to score goals and get in goalscoring opportunities and tonight it paid off.”
Danny Welbeck slots past Fernando Muslera
Welbeck scored twice in the first half, on both occasions opening his body up to craft classy finishes, before Alexis Sanchez made it 3-0 shortly before the break.
Then on 51 minutes Welbeck completed his treble with an improvised chip over Fernando Muslera in the Galatasaray goal.
Welbeck said: “The last one [was my hardest] because I was stretching – but I’ve been in that position a few times and chipped the keeper.
“Sometimes it goes in, sometimes it doesn’t. Today I saw him coming out so I thought I’d try and nick it round him. He’s slid in and it was a custom finish.”
“Arsene has shown a lot of faith in me and I'm delighted to pay him back”
Danny Welbeck
Welbeck has been in superb form since joining Arsenal from boyhood club Manchester United in the summer, scoring a brace for England in Switzerland before making his debut for the Gunners.
And the Longsight-born forward says he owes his resurgence to the faith placed in him by manager Arsene Wenger.
“He has shown a lot of faith in me and I’m delighted to pay him back,” he said.
“Just giving me the chance to play football up front, in my preferred position... I’m going to do everything that I can to make sure that he is happy “
Arsenal later had to contend with goalkeeper Wojciech Sczezsny being dismissed for a foul in the penalty area.
Buruk Yilmaz scored a consolation from the spot against the hosts, for whom Kieran Gibbs, Alex Oxlade–Chamberlain, Calum Chambers, Welbeck and substitute Jack Wilshere made up a strong English core.
Raheem Sterling tussles with Taulant Xhaka
Liverpool’s England contingent suffered a frustrating return to the site of the Three Lions’s most recent international victory, Basel’s St. Jakob-Park, suffering a 1-0 defeat by the Swiss outfit.
Raheem Sterling had a goal disallowed and Steven Gerrard had a late free-kick saved but Marco Streller’s second-half strike secured three points for the hosts.
Jordan Henderson also started the match, while Adam Lallana and Rickie Lambert came on as substitutes.
In the Championship England Under-18s winger Patrick Roberts and Under-21s striker Cauley Woodrow came on as late substitutes in Fulham’s 4-0 win over Bolton Wanderers.
Roberts’s international team-mate Lewis Cook started in midfield for Leeds United and played 59 minutes in the 0-0 deadlock with Reading.
And at Molineux, where England Under-21s play Croatia in a European Championship qualification play-off next Friday, Under-20s midfielder Conor Coady thumped home from the edge of the area to help Huddersfield Town defeat Wolverhampton Wanderers 3-1.
England continue their European Championship qualification campaign against San Marino on Thursday 9 October and you can still buy tickets for the match at Wembley by clicking here.
Ticket prices: £25, £35, £45 & £55 (Family enclosure - £20 adults/£10 children under 16). A £10 discount is available for OAPSs, students and U16s elsewhere in the stadium
Hotline: 0844 826 2010
Tickets are also on sale for England Under-21s' showdown with Croatia at Molineux, priced at just £10 and £5 via the Wolves Ticketline on 0871 222 1877 or online here.
