Youri Tielemans, on loan from Monaco, broke the deadlock for the Foxes with a clever finish from the edge of the area after Huddersfield failed to clear from a corner.
Vardy doubled the visitors’ advantage with his 14th league goal of the season two minutes after half-time, as Ricardo Pereira delivered a perfect low cross to the back post.
Huddersfield responded quickly with their first penalty of the season, Aaron Mooy converting from the spot after 52 minutes following Caglar Soyuncu’s foul on Karlan Grant.
But James Maddison added a third for the Foxes with an excellent free-kick before Vardy scored his second from the penalty spot with 84 minutes played.
On Vardy, Rodgers said: “We play a very aggressive game, an attacking game that suits offensive players and obviously he’s one of the best around.
“It’s great to have someone right up there who does not just score the goals but who sets up our press. He works very hard and he’s a joy to work with.”
The result sees Leicester climb from ninth to seventh, level on points with Wolves having played a game more.