The Whites looked to be on course for their first home win under Warnock when Robert Snodgrass slotted home an early penalty, but a stunning strike from on-loan midfielder Adlene Guedioura and McCleary's first goal of a memorable evening gave Forest a half-time lead in Tuesday night's Championship encounter.
Dexter Blackstock made it 3-1 early in the second half but Leeds fought back with two goals in as many minutes from Luciano Becchio and Michael Brown to draw level.
Forest were not to be denied, though, and they ran riot against a poor Leeds defence as the hugely impressive McCleary struck three times in the space of 15 minutes to stun the Leeds faithful.
Blackstock added a seventh goal as Forest gave their hopes of avoiding relegation a massive boost and left Leeds shell-shocked.
Warnock cut a dejected figured in the technical area as he was taunted by the Forest fans and on this evidence his hopes of securing a play-off place will have to wait until next season.
Leeds were in front after just four minutes, when Ross McCormack skipped past a Forest defender before being bundled over by Guedioura and Whites skipper Snodgrass emphatically despatched the resulting spot-kick into the top right corner of the net.
Forest were level within just three minutes, with on-loan midfielder Guedioura making amends for giving away the penalty by unleashing a venomous right-foot drive from 35 yards out which gave Leeds goalkeeper Andy Lonergan no chance.
McCleary was a constant menace and it came as no surprise when he gave Forest the lead in first-half stoppage time as Leeds were caught on the break. Guedioura picked out the advancing McCleary, whose right-foot strike was palmed into the air by Lonergan and found the far corner of the net.
Leeds were booed off at half-time and whatever Warnock said at the break clearly fell on deaf ears as Forest increased their lead just six minutes into the second half when Andy Reid's inviting cross was headed home by Blackstock.
But Leeds were back in it a minute later, when Becchio slotted home from close range after being picked out by Snodgrass.
And they were level just two minutes later, when Brown fired into the bottom-right corner with a fine right-foot half-volley to stun Forest.
But the home side always looked vulnerable at the back and they were only level for around a minute, as McCleary latching onto a neat Blackstock flick and drilled a clinical right-foot strike past Lonergan.
Leeds could simply not handle the Forest winger and he deservedly completed his hat-trick after just 58 minutes, slotting home with his right foot after being picked out by Reid.
Camp produced a fine save to deny Snodgrass in the 69th minutes, before the outstanding McCleary ended Leeds' hopes of mounting another fightback when he beat his man and found the far corner with a measured left-foot finish.
And Leeds' embarrassing evening got even worse 10 minutes from time, when Blackstock slotted home his second goal of the evening with his left foot to prompt a mass exodus.
