The match pitted a home side unbeaten in 12 games against visitors who had lost their previous three league matches by a combined score of 6-2.
Yet it was Cremonese who struck first after half an hour on Monday (Tuesday morning AEDT). Matteo Bianchetti's poised through-ball put Martin Payero on goal and his assured finish gave the goalkeeper no chance.
Four minutes later Vardy made it 2-0 with a carbon-copy of the opener. Federico Bonazzoli's pass set him free of a leaden back four and he coolly slotted home from almost exactly the same position as Payero.
Riccardo Orsolini pulled a goal back from the penalty spot on the stroke of halftime for Bologna, but Vardy, signed from Leicester City, restored Cremonese's two-goal cushion five minutes into the second half when he stole in at the near post to tap home an inviting cross from the right.
It was an uplifting night for Vardy, who was reportedly the victim of a robbery last week.
UK media said thieves entered his home near Lake Garda and made off with about $A160,000 worth of valuables while he was playing a league game in Rome.
The result was also a boost for his club. After winning their first two matches of the campaign, Cremonese had won only one since. Monday's result lifted the side two places into 11th in the standings.
Bologna fell to sixth, behind Como on goal difference.
It was the first time Vincenzo Italiano's side allowed three goals in one game all season.
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