Mbappe supplied the assists for Icardi's second of the match in the 63rd minute, while the former took centre stage with another two goals to take home the match ball.
French star Kylian Mbappe has become the youngest footballer to score 15 goals in the Champions League.
Mbappe has been battling with a hamstring injury and has had little game time this season and coach Thomas Tuchel warned before hand he would not play for the entire 90 minutes of the match in Belgium.
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Messi himself had beaten Real Madrid legend Raul's mark of 22 years and 163 days initially, making Mbappe's new record all the more impressive.
Messi, now 32, managed that total at the age of 21 years and 289 days for FC Barcelona, while Mbappe has done so at 20 years and 302 days.
Atletico Madrid substitute Alvaro Morata scored a late second half header to give his team a 1-0 victory over Bayer Leverkusen on Tuesday and send them top of their Champions League Group D.
Brugge's Champions League debutant Charles de Ketelaere had a good chance to equalise after half an hour, but the 18-year-old failed to worry Keylor Navas.
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'It's true that I wanted to start, I thought I was going to start. "But I went through and should have finished it", Sterling admitted to BT Sport.
Lautaro Martinez and Antonio Candreva both scored for Inter at San Siro, where the Italian side registered their first Champions League win under Conte.
PSG's only blip in an otherwise ideal run of results have late saw the French champions suffer a shock 2-0 loss at home to Reims in Ligue 1 but 9 wins from their last 10 matches underlines the great start that PSG have made to this new season. As it is, though, Tuchel's men are seven points clear of third-place Brugge and should get the job done in two weeks' time when these sides face off in Paris.
Man City star Sergio Aguero involved in auto crash before training
CITY star Sergio Aguero has been involved in a nasty vehicle crash ahead of this weekend's clash with Crystal Palace . The striker was not involved in Argentina's set-up over the global break and remained in the north-west instead.