It was Cheechoo's eighth career hat trick. In his past 10 games, he has 17 points (12 goals and five assists).
Cheechoo broke open the 1-1 game when he scored his first goal at 2:49 of the second from the top of the blue line on a power play.
His second goal gave San Jose a 3-1 lead and his third goal of the period gave the Sharks a 5-1 lead when he converted on a power play. Cheechoo, who led the NHL in goals last season with 56, has 35 this season.
The Kings have scored seven goals in their past five games with six of the seven coming on the power play. They've lost four straight games.
The win moved the Sharks back into a tie with the Dallas Stars for the fifth place in the Western Conference. San Jose and the Stars each have 102 points. Anaheim leads both teams with 106 points.
The Sharks visit the Ducks on Wednesday night.
Joe Thornton moved into second place behind Sidney Crosby of Pittsburgh for the NHL scoring lead after getting three assists to run his total to 108 points. Crosby has 117.
Milan Michalek and Patrick Rissmiller added goals for the Sharks.
The Sharks opened the scoring at the 2:49 mark when Mark Bell took a pass from Patrick Marleau and sent a shot past Kings goalie Sean Burke.
Los Angeles tied it in the first when Mike Cammalleri scored on a five-on-three power play when he grabbed a pass from Patrick O'Sullivan and caught Sharks goalie Evgeni Nabokov leaning the other way.
Alexander Frolov scored the Kings second goal with 11:11 remaining in the third period. It was his 35th goal of the season.
Highly touted rookie Jack Johnson of the Kings, who made his NHL debut Thursday in Los Angeles, still hasn't scored a point. The 20-year-old defenceman has taken one shot in his first two games.
Notes: The Sharks finished March with a 10-2-2 record. It was their second 10-win month of the season, they won 10 in November. ... At the beginning of third period, the Los Angeles replaced Burke in goal with Mathieu Garon. ... The goal the Kings gave up in the first was their 83rd first-period goal allowed this season. ... San Jose finished the season with a 6-2-0 record against L.A.