The Victory scored their third when Diogo Ferreira struck a well-timed shot from the edge of the box in the 25th minute.
Lia's own goal was unlucky but the Phoenix defenders should have done better in sticking tight to Thompson, while Wellington goalkeeper Tony Warner also made a string of strong saves in the game.
Warner has been an intriguing selection from Phoenix coach Ricki Herbert as he continues to hold his place over All White Mark Paston, but Warner, a Trinidad and Tobago international, had kept two clean sheets going in to today's game.
Phoenix attacker Paul Ifill missed the game with a groin injury and the man who sparks so much of the attack for Wellington was again sorely missed.
Alex Smith filled the hole left by Ifill and he impressed with a busy display and was rewarded with a goal late in the game.
The Phoenix came into the game with a chance to jump up to third on the A-League ladder if they were to win, but they didn't take enough of their chances.
Melbourne too were guilty of spurning chances and superstar signing Harry Kewell had two or three great opportunities fall to him but he failed to find the back of the net.
Melbourne finished the game with 10 men as Billy Celeski picked up his second booking late in the piece and became the fifth Victory player to be shown a red card this season.
Former Victory players Nicky Ward and Lia lined up against their former club, while ex-Phoenix winger Marco Rojas was left to start from the bench for Melbourne.
Rojas entered the game with about quarter of an hour to play, with the result no longer in doubt, and had no impact on the final stages.
Herbert left it late to go to his bench and waited until the 64th minute before he brought on reinforcements and Brazilian winger Daniel showed plenty of spark.
He and Dani Sanchez put forward a strong case to be given a starting berth in the coming weeks with Newcastle travelling to Wellington on Friday.
Wellington are yet to produce a win on the road this season.
Melbourne Victory 3 (Archie Thompson 4', Vince Lia 22' (og), Diogo Ferreira 25') Wellington Phoenix 1 (Alex Smith 84') HT: 3-0