Bobby Gould's side led twice after coming back from two down but suffered from some questionable decisions by the Polish referee, Marek Kowalczyk.
Hakan, the Galatasaray striker who terrorised Manchester United in two European Cup ties, wrapped up the Turkish victory with two goals in the last 13 minutes. The first of those came when Kowalczyk harshly penalised Robert Page on the edge of the box and Hakan headed home Arigf Edem's free-kick. Then Hakan outpaced Page after 82 minutes to score the sixth.
"It was an incredible night but at least we felt we got our pride back and we honestly felt we were in with a shout," Everton's Gary Speed said after the game.
Wales went 2-0 down after only eight minutes. Arif crossed from the right and Hakan scored at the far post minutes later. Then Saffat Akyuz ran through on the left to beat Neville Southall.
Wales, angered by poor refereeing decisions, hurled themselves back into the game and after 17 minutes Nathan Blake squeezed an angled shot just inside the post. They were level after 20 minutes. Giggs hooked over a cross and, when it was weakly headed out, Robbie Savage lashed a stunning 20-yarder that dipped under the bar. Wales went ahead in the 32nd minute through Dean Saunders, but Turkey were level at 3-3 before the break through Hakan.
In the second half Wales went ahead when Andy Melville scored at the far post from a Ryan Giggs free-kick, but Turkey kept coming forward, Wales wilted and after 61 minutes Oguz Cetin equalised.
From then on there only looked to be one winner.
TURKEY: Rustu Recber (Fenerbahce); Ilker Yagcioglu (Fenerbahce), Bulent Korkmaz (Galatasaray), Tolunay Kafkas (Trabzonspor), Alpay Ozalan (Besiktas), Abdullah Ercan (Trabzonspor), Arif Erdem (Galatasaray), Ogun Temizkanoglu (Trabzonspor), Hakan Sukur (Galatasaray), Oguz Cetin (Istanbulspor), Saffet Aykuz (Istanbulspor). Substitutes used: Hami Mandirali (Trabzonspor) for Saffet; Fatih Aykel (Galatasaray) for Ogun, 64; Ergun Penbe (Galatasaray) for Abdullah, 84.
WALES: Southall (Everton), Jenkins (Huddersfield), C Hughes (Wimbledon), Page (Watford), Melville (Sunderland), Speed (Everton), Savage (Leicester), Blake (Bolton), Saunders (Nottingham Forest), M Hughes (Chelsea), Giggs (Manchester United). Substitutes used: P Jones (Southampton) for Southall, h-t; L Jones (Tranmere) for Saunders, 68; Edwards (Bristol City) for C Hughes, 68.
Referee: M Kowalczyk (Poland).
Bierhoff ends hoodoo, page 23