Real Madrid striker Higuain notched in either half, with Barcelona forward Messi converting from the spot a minute before the interval.
The victory consolidated the top spot in the South American qualifying zone for the Albiceleste, who remained four points clear of second-placed Colombia and moved six clear of third-spotted Ecuador.
Argentina controlled the tempo from the outset, looking to find gaps in the visitors' defence at every opportunity.
They went close to breaking the deadlock several times only to be denied by Venezuela goalkeeper Daniel Hernandez but, just before the half-hour mark, La Liga rivals Messi and Higuain linked up to give their country the lead.
Messi supplied the pass that put Higuain through one on one with Hernandez, and the Madrid man made no mistake with a neat cross-shot past Hernandez.
The gulf in quality between the teams became even more evident thereafter and Argentina duly doubled its lead in the 44th minute, with Messi dispatching the penalty after Venezuela defender Gabriel Cichero had handled the ball inside his area.
Messi was again the provider when Higuain made it 3-0 after 58 minutes, supplying the perfect pass for his colleague to slot home.
Earlier Friday, Liverpool striker Luis Suarez gave Uruguay a lead with a goal in the 82nd minute, but Edgar Benitez equalized four minutes later and the game finished 1-1.
Five different players, including Radamel Falcao, scored in Colombia's 5-0 win over Bolivia.
In the late game, Jefferson Farfan gave Peru a 1-0 win over Chile with a goal in the 87th minute.
Information from Press Association was used in this report.