Krog now leads the AHL with 21 points (7-14-21) in 14 playoff games for the Wolves, including seven goals in his last four contests.
After the teams played a scoreless first period, Darren Haydar netted a power play marker just 1:27 into the second to give Chicago a 1-0 advantage.
Krog made it 2-0 at the 7:15 mark, but Toronto’s Patrick Wellar answered just 23 seconds later with his first career Calder Cup Playoff goal.
The game remained 2-1 into the second intermission and through most of the third period. Krog then netted his second of the night at 17:53 of the final stanza, and he completed his hat trick with an empty-net shorthanded goal at 19:20.
Chicago finished 1-for-8 on the power play, while the Marlies went scoreless on five opportunities.
The Wolves will host Game 2 of the best-of-7 series on Sunday afternoon.