ALBION were left ruing a missed penalty as they were edged out 3-1 by Aston Villa at the Banks's Stadium in their first game of the 2017/18 Premier League 2 season.
Jordan Lyden put the hosts ahead from the spot in the 26th minute, before Alex Bradley responded with a superb strike just before half time.
Keinan Davis headed home Villa's second in the 52nd minute, with 'keeper Matija Sarkic saving a second-half Bradley penalty.
Jake Doyle-Hayes then added a stunning third in stoppage time.
The Villans started brightly on a rainy evening in Walsall, Callum O'Hare twice kept out by Boaz Myhill in the Albion goal.
Tyler Roberts fired straight at Sarkic after a mazy run, before Callum Morton was also denied from close range midway through the first half.
It was Lyden who bagged the opening goal from the penalty spot, drilling the ball past Myhill into the top corner after Kane Wilson had brought down Corey Blackett-Taylor.
Then a moment of brillance from Bradley brought the Baggies back into the game. Picking the ball up in the middle of the park, the midfielder shifted onto his right foot and fired in off the post from a full 25 yards.
In a scrappy second period, Davis' looping header from a corner put Villa back ahead.
Bradley then saw his penalty saved by Sarkic 15 minutes from the end, before Doyle-Hayes sealed the points with a curling effort in added time.
But PL2 boss James Shan saw positives in the defeat.
"I thought we looked threatening on the attack," said Shan.
"We had some really good offensive play and we looked a threat when we got the ball in and around their back four and beyond their back four.
"I thought they had a greater cutting edge in the final third, and Boaz has made three or four really good saves in the first half to keep us in it.
"It was just the decision making in the final third and we could have been a bit more clinical."
ALBION: Myhill; Wilson (Soleman 62), O'Shea (c), R McCourt, Melbourne; Leko (Tulloch 62), Harper (Chambers 62), Bradley, Edwards; Roberts, Morton.
Subs: Palmer, Clayton-Phillips.
Booked: Melbourne (foul, 60).