Onyekuru, who is on loan from Everton, was also on target for Anderlecht who pipped Standard Liege 1-0 before the international break.
Pieter Gerkens gave Anderlecht the lead in the 18th minute on Friday night before Onyekuru doubled the lead on 30 minutes.
Mechelen pulled a goal back through Rob Schoofs in the 34th minute.
Anderlecht restored their two-advantage thanks to Onyekuru’s 37th minute and just before half-time Anderlecht were 4-1 up through Lukasz Teodorczyk’s goal.
In the 60 th minute Nicklas Pedersen scored for Mechelen to bring score to 4-2.
And in the 92nd minute, Boureima Bande was on target for Mechelen but Anderlecht held on for the 4-3 win.
Anderlecht are now third on 18 points in the league table courtesy of the win against Mechelen.
They are however six points behind leaders Club Brugge who will be guests to Joseph Akpala’s Oostende on Sunday.
Onyekuru’s goal means he has now scored six goals in nine league outings for Anderlecht since joining them on loan from Everton this season.