Albion's scholars were beaten by three second-half goals from Southampton at the club's Walsall training base on Saturday afternoon.
Josh Pitts netted a brace, either side of Nicholas Oyekunle's effort, to wrap up the points for the visitors in the space of 13 minutes after the restart.
Leigh Downing's young Baggies are next in action against Tottenham Hotspur on Saturday, October 26 (ko 11am).
Albion: Brady, Maughan, Morrish, Dupont, Sears (Letlat 64), Crowther, Blackshields (Trialist 64), Beedie (Okorodudu 67), Parmar, Onyemachi, Chimeziri (Abudu 85).
Substitutes: Wilkes (GK).
