A first half goal from 16-year-old Rayhaan Tulloch wasn't quite enough for a young Baggies side as they went down 3-1 to Walsall in their opening Northern Group E Checkatrade Trophy match.
The Saddlers had the better of the first 20 minutes but couldn't break the deadlock as Kieron Morris' low shot was saved by Alex Palmer and Daniel Agyei's curling effort went narrowly wide.
Alex Bradley then created Albion's first chance midway through the opening period after a brilliant run from deep inside his own half, though his long-range shot at the end of it went harmlessly over.
Just before the break Palmer had to be alert again to push a low drive from Walsall's Maz Kouhyar around the post.
Albion then took the lead in first half stoppage time when Aram Soleman beat his man on the right and drilled in a cross for Tulloch to convert from close range.
Nine minutes after the interval The Saddlers found an equaliser thanks to Reece Flanagan after his shot from outside the area found the top right corner of the net.
Just after the hour mark Walsall almost went in front when Morris' header crashed onto the crossbar and had to be scrambled away.
The home team did get their second on 73 minutes though, as Morris' cross was hammered in by Zeli Ismail.
Luke Leahy then got Walsall's third and final goal of the evening with 10 minutes to go when his cross managed to beat Palmer at his near post.
"I thought we played some good football at times and we were in the game for the first half," said James Shan after the game.
"The timing of the goal was immaculate. If you're going to score then score just before the break, because we were positive going in one goal up and there was a good feel-factor in the dressing room.
"The change at half time with Sam Field coming off was a big loss, because he's a player in our first team with plenty of experience and we lost that bit of bite centrally. Looking back at the goals we conceded I'm bitterly disappointed with all three.
"But for the boys to take on the game plan and execute it the way they did, I'm really proud of them and they showed a level of maturity."
ALBION: Palmer, Soleman, Ferguson, Jameson (McCourt 85), Melbourne; Clayton-Phillips (Rogers 67), Bradley, Chambers, Field (Azaz 45), Tulloch; Morton.
Substitutes: House, Harmon, Pierce, Healy.