The veteran striker is the first player to score five goals in a Europa League match
The 35-year-old had a hat-trick by half-time at San Mames, got his fourth goal in the 74th minute and completed a rare nap-hand by netting from the spot -- his third penalty -- in stoppage time.
Aduriz is the first player to score five goals in a Europa League match and the first to score a hat-trick of penalties in the competition.
The last player to do so in the old UEFA Cup was the Italian Fabrizio Ravanelli for Juventus against CSKA Sofia in 1994.
The tally doubled Aduriz's tally for the season to 10 goals in all competitions and the win improved Athletic's prospects of advancing to the knockout rounds.
The Basque club are second in Group F with six points, behind Genk on goal difference and a point clear of both Sassuolo and Rapid Vienna with two matches remaining.