Fenby’s brace came courtesy of two monumental errors by the home side and tipped the game in favour of the Scarlets as they raced into a 14 point lead.
Alex Cuthbert and Casey Laulala hit back for the hosts but Dom Day’s effort sealed the Scarlets win.
The victory was the west Wales region’s third bonus-point victory in a row in the PRO12 and sees them move within a point of Glasgow in fourth place.
The game had been tight for the first half-an-hour before Wales’ Twickenham hero Scott Williams went off with a left shoulder injury.
That brought Grand Slam star Jonathan Davies into the game and with virtually his first touch he turned the home defence with a deft grub kick to set co-centre Gareth Maule and Blues wing Alex Cuthbert on a 40 metre foot race.
Cuthbert was always going to be quick enough to get to the ball first, but as Maule challenged him he left it behind and Fenby picked up the pieces to score.
Aled Thomas added the conversion and that made it 7-0 to the visitors at the break. Three minutes into the second half and lightening struck again as Fenby crossed for his second try. The wing chased his own kick deep into the Blues 22 and this time Dan Parks was the favourite to reach it first.
The Scottish international did just that, but somehow forgot to kick the ball into row X of the stand. His feet got tangled, he left the ball behind and Fenby picked up his second gift wrapped try.
Thomas’ touchline conversion was the icing on the cake for the Scarlets, although they did manage to return one of the favours in the shape of an interception try to Cuthbert that gave the Blues a glimmer of hope.
They kept fighting and Munster-bound Laulala scampered over from close-range to continue the Blues revival.
But outstanding scrum half Gareth Davies combined with Sean Lamont to conjure a third try out of nothing.
George North came on for the final 10 minutes to leave his giant impression on proceedings with a trademark, bullocking run and exquisite lay off that allowed Dom Day to race over for the bonus point score.