The visitors fancied another League One scalp after dumping Walsall from the LDV Vans Trophy in mid week but they had no answer to Killen or his in-form side.
Killen took his tally to nine goals for the season, although his opening strike was hotly disputed by Orient.
They were furious at the 26th minute penalty decision which was given by a referee's assistant after Jabo Ibehre clashed with Oldham's Will Haining as they went up for a free kick.
After the protests died down Killen stepped forward to beat Lee Harrison to his right, despite the keeper getting a touch.
The New Zealand international striker beat Harrison again 13 minutes later when he powered in a header at the far post from an excellent cross by right winger Lee Croft.
Haining almost added a third before, on the stroke of half time, Orient's best chance of the whole game was wasted by Lee Barnard who fired too close to the keeper.
Killen could have rounded off his hat-trick straight after the break but he didn't need another invitation.
A flick from strike partner Kevin Betsy set the man-of-the-match free and he chipped the ball over Harrison as the keeper dived at his feet 12 yards out.
Croft and Betsy both missed openings as Oldham poured on the misery for the Orient defence but Croft soon rounded off the victory with his second goal since signing on loan from Manchester City.
Betsy was again the provider and Croft went round Harrison before finding the empty net.