On a record-breaking day at North Sydney Oval, Lanning and McKenna produced the fastest-scoring century-stand in WBBL history before rain ended the game early.
Sitting at 2-68 at the halfway mark, Lanning (58no) and McKenna (52) put on 104 runs from 43 balls to help the Stars to 4-195.
The Sixers were then 4-56 in reply when rain stopped play, falling to a 32-run loss on DLS.
The Stars' win came after the Sydney Thunder also broke records in their defeat over Adelaide in the first game of the double-header, with their 64-run victory the biggest in the club's history.
But that only ended up being a warm-up for the fireworks McKenna produced later.
The 20-year-old blitzed her 52 from just 22 balls, playing one of the shots of the tournament when she square-drove Ellyse Perry for six.
She hit three sixes in total and seven fours, as she and Lanning took the game completely out of the Sixers' control.
Meg Lanning was in superb form with 58 not out to lead the Stars to victory. (Dan Himbrechts/AAP PHOTOS)
Lanning was also in imposing form, after helping steady the ship early in her innings.
She led the way as the Stars took 28 off one Lauren Cheatle over, cutting a full-toss no-ball from the left-armer for six over point.
The former Australian captain also hit one of her classic cover drives for six off spinner Sophie Ecclestone, as the Stars hit 127 runs from their final 10 overs.
The Sixers then lost wickets cheaply in reply, with only Perry scoring an unbeaten 31 after Alyssa Healy was caught behind for four on return from a foot injury.
Lanning and McKenna's theatrics came after Georgia Voll had produced heroics for the Thunder.
In a record-breaking blitz, Voll's 92 from 55 balls helped the Thunder to their highest ever total of 5-212.
Georgia Voll fell just short of a ton in the Thunder's big win over Adelaide in Sydney. (Dan Himbrechts/AAP PHOTOS)
Spinner Sam Bates then claimed career-best figures of 4-21 from her four overs as the Strikers collapsed to be all out for 148.
Voll slog-swept Megan Schutt for one six early on, pulled Darcie Brown for another, and put spinner Anesu Mushangwe deep onto the North Sydney hill.
The 21-year-old looked set for a maiden century before picking out Amanda-Jade Wellington at short fine-leg while trying to scoop Orla Prendergast.
"I've been up and down the order, so it's nice to be settled at the top of the order, play my role really well and have the backing to play my shots," she said.
"It was nice to be able to bat for a long time because I got out quite cheaply in the first couple of games."
Sam Bates (right) claimed four wickets as the Strikers were humbled at North Sydney Oval. (Dan Himbrechts/AAP PHOTOS)
Voll's runs came in 54-run opening stand with Chamari Athapaththu, before she and Phoebe Litchfield (49) combined for a 96-run second-wicket stand off 52 balls.
"I've been up and down the order, so it's nice to be settled at the top of the order, play my role really well and have the backing to play my shots," Voll said.
"It was nice to be able to bat for a long time because I got out quite cheaply in the first couple of games."
The win moved the Thunder to a 2-1 start, while two-time defending champions Adelaide have one win from their opening three games.
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