Fly-half Hodgson had already kicked two penalties by the time he scored his side's first try in the 28th minute, taking a delightful pass from scrum-half Bryan Redpath and skipping past two tackles to go over in the corner.
Two more Lions combined for the Sharks' second try before half-time, Andy Titterrell collecting Andrew Sheridan's perfectly weighted pass to score in the corner.
England winger Mark Cueto then scored a hat-trick of tries while Scotland flanker Jason White and Steve Hanley also got on the scoresheet as Connacht, already seven points down from the first leg in Galway, were outclassed.
Hodgson and Sheridan were substituted in the second half but Sale coach Philippe Saint-Andre afterwards insisted it was only as a precautionary measure.
"We don't have a very big squad and we have some important games coming up so I didn't want to take any risk with them," he said.