Pepi, 19, has now scored four goals in his last three games for the Dutch club. He is also the first player this century to be directly involved in five goals in his first four Eredivisie matches, according to Opta, having also registered one assist.
Pepi's first goal on Friday came from the penalty spot as he opened the scoring in the first half by sending the goalkeeper the wrong way. He then made the score 2-2 in the second half when lashing the ball into the net from 12 yards following a long throw-in.
Pepi's goals weren't enough, though, as Groningen fell to an 80th minute winner from the visiting RKC Waalwijk.
Pepi's first goal for Groningen last month ended a 30-match scoreless streak for club and country that reached almost a year.
While he earned a call-up to the most recent U.S. roster last month, he failed to score after starting in a 0-0 draw against Saudi Arabia.