Captain Craig Bryson opened the scoring for the visitors with a close-range strike after 25 minutes and Liam Kelly doubled the advantage with a header from just inches out in the 68th minute.
Inverness reduced the deficit when captain Richie Foran's cross was deflected in two minutes later, but Jamie Hamill settled things 12 minutes from time when he netted the rebound after his penalty was saved by Ryan Esson.
Kilmarnock boss Mixu Paatelainen named an unchanged side from the one which drew 1-1 at Parkhead against Celtic last Tuesday.
The visitors avoided a goalkeeping crisis with Cammy Bell recovering from an illness to take his place between the posts.
Caley Thistle manager Terry Butcher made one change to the line-up which lost 2-1 to lowly St Mirren on Boxing Day.
Youngster Shane Sutherland was dropped to the bench in favour of Eric Odhiambo, with influential midfielder Jonny Hayes still absent due to an ankle injury.
Caley Thistle started brightly with Richie Foran heading a Russell Duncan corner inches over the bar.
Bell was called into action for Killie when he thwarted Inverness hitman Adam Rooney.
The Irish attacker was played through by Nick Ross and his 12-yard shot was pushed just wide beyond a sliding Foran.
Killie had their first meaningful attack on the quarter-hour mark when Mehdi Taouil hit the woodwork following a one-two with Conor Sammon.
Moments later Inverness keeper Ryan Esson produced an acrobatic diving save to push wide a 30-yard free-kick from Alexei Eremenko, with Craig Bryson volleying just wide seconds afterwards.
It seemed to be a sighter for Bryson who scored from close range to put the visitors ahead in 25 minutes.
Sammon latched onto a lofted through ball from Taouil and despite a well-timed tackle from Inverness defender Ross Tokely he could only divert the ball into the path of Bryson who tucked it past Esson from just eight yards out.
Five minutes later Taouil would have been one on one with Esson had Tokely not touched a Sammon through ball just away from his stride.
Frazer Wright then squandered a great chance to double the lead when he was unchallenged to power a header just wide from an Eremenko corner.
Rooney came closest for Inverness when his shot was saved by the legs of Bell following a Stuart Duff cross.
But Killie showed further dominance with chances falling to Taouil, Bryson, and Sammon but they failed to build on their advantage before the interval.
Killie might have doubled their lead when Eremenko's shot was blocked by Esson following a jinking run from Finn soon after the restart.
Esson was on hand again to stop Sammon's effort on the hour after the frontman was found by Ben Gordon.
Referee Willie Collum ignored calls for an Inverness penalty seconds later after Wright seemed to fell Odhiambo, following a forward pass from defender Tokely.
It may have been costly as Liam Kelly finally doubled Kilmarnock's lead with a close-range header after 68 minutes.
The midfielder was just inches out when he nodded home a perfect cross from Gordon at the far post.
Caley Thistle responded well with Foran's shot deflecting past Bell after 70 minutes to make it 2-1.
Foran was near the touchline when he appeared to be cutting back across goal but it was diverted past the wrong-footed keeper.
Collum was at the centre of things again when he pointed to the spot after 77 minutes when Esson brought down Bryson.
The keeper saved Jamie Hamill's penalty a minute later but the midfielder was alert enough to tuck in the rebound from seven yards to restore their two-goal advantage.
Inverness might have benefited in the closing stages when Foran's cross was headed towards his own goal by Wright, but it hit the woodwork.
Killie stood firm as Inverness tried to find a way back into the encounter and recorded their first win in the Highland capital since December 2006 - ending a run of five consecutive defeats in Inverness.