It spanned two overs as the Brisbane Heat paceman destroyed the Melbourne Renegades' top order on Wednesday night, reducing them to 9 for 4 in their run chase.

"S***, that's funny," Neser told reporters post-match when they informed him of the rare feat. "I didn't realise I took a wicket on that final ball of that over before. It's kind of cool - first hat-trick I've ever taken.

"To be honest, a lot was going on. The wicket was doing a lot, the ball was swinging, so I was really just focused on bowling a good length."

Squeezed out of Australia's Test side, Neser responded in spectacular fashion with four wickets in his first eight deliveries on his return to BBL duty.

Heat had posted a modest 137 for 8, batting first, before Neser gave them momentum with the ball. The 32-year-old snared Sam Harper's wicket with the first delivery of the Renegades' innings and dismissed Jake Fraser-McGurk with the last ball of the same over.

Nic Maddinson was Neser's next victim at the start of the third over and the hat-trick was complete when Jon Wells left one that cannoned into the stumps.

The close shave didn't faze Russell, who soon smacked Neser onto the GMHBA Stadium roof. It was one of three sixes the West Indies power hitter blasted off Neser, who still finished with career-best T20 figures of 4 for 32.

"He took me on when the ball was going and it worked in his favour," Neser said. "I felt like any of those balls could've gone up. "He hits the ball real hard and unfortunately for me they went the journey."

Russell tallied half a dozen sixes in his match-winning knock of 57 off 42 balls, leading Renegades to a four-wicket win.

The result left the Heat in a 0-2 hole ahead of a clash with the unbeaten Adelaide Strikers (3-0) - Neser's former team - at the Gabba on Friday.

"It's a long competition. There's plenty of cricket left, so no need to panic," Neser said. "We're still playing good cricket and we're contesting with ball and bat. I feel like we can string a couple of good games together, no doubt."