Albion head to Southampton with everything still to play for following a goalless draw in their Sky Bet Championship Play-Off semi-final first leg on Sunday afternoon.
Neither team could break the deadlock despite an entertaining contest at an incredibly loud, sold-out The Hawthorns.
Carlos Corberán’s men face the Saints again this Friday (ko 8pm) down on the South Coast - where a place at Wembley will be decided.
The boss named an unchanged XI from last weekend’s victory over Preston North End - and they started brightly in a fantastic atmosphere.
Kyle Bartley saw an early shot inside the area blocked before Mikey Johnston struck wide as the Baggies penned their opponents in to begin with.
But Southampton got through that spell and threatened midway through the half - Kyle Walker-Peters seeing a shot deflected narrowly off-target and Flynn Downes failing to convert a finish past the alert Alex Palmer.
12 minutes ahead of the interval Albion created their best opportunity when Tom Fellows set-up Grady Diangana, however his header was somehow kept out by Saints goalkeeper Alex McCarthy and it was all level after 45.
The sides exchanged half-chances early in the second period - yet the best came on the hour mark. Johnston sent a cross to the back post for Darnell Furlong, though he could only poke narrowly wide.
Alex Mowatt curled a free-kick over 15 minutes from time and Albion went mightily close soon after, Diangana thwarted once more as McCarthy kept out his finish following some excellent Fellows play.
The hosts' clean sheet was then preserved thanks to their own stopper, as his leg denied Ross Stewart's deflected effort.
Diangana had a late penalty shout turned down during stoppage time, but in the end it finished 0-0 ahead of the second leg next week.
Albion: Palmer; Furlong, Bartley, Kipre, Townsend (Reach 90+1); Yokuslu (Ajayi 82), Mowatt; Fellows (Swift 82), Diangana, Johnston (M’Vila 82); Thomas-Asante (Wallace 82).
Substitutes: Griffiths, Chalobah, Phillips, Weimann.
Attendance: 25,367 (1,996)