Man of the moment Rickie Lambert scored a 90th-minute penalty to condemn Albion to opening-day defeat at The Hawthorns.
Lambert followed up a goal on his England debut on Wednesday by netting from the spot to settle a forgettable encounter in Southampton’s favour.
Albion dominated the closing stages and looked the more likely winners late on by the Saints deserved the victory for their superiority in the opening hour.
There were nervous moments for both goalkeepers early on with Albion’s Ben Foster the first to suffer when he spilled a cross under pressure from Jay Rodriguez but his side were able to clear.
Artur Boruc in the Saints goal then leaked a long-range effort from Baggies midfielder James Morrison to give the home side a corner which came to nother.
And Foster had another scare when he jugged with a drive from distance by James Ward-Prowse but gathered at the second attempt.
The visitors had the better of the opening half-hour with the Baggies lacking any cohesion.
And the Saints had the ball in the net through Adam Lallana, who forced it home in a goalmouth scramble, but the flag had already been raised for offside against Rodriguez.
Graham Dorrans sent a decent free-kick onto the roof of the Southampton net seven minutes before the interval but the Baggies had to change formation in a bid to get James Morrison into the game.
Almost immediately the Scotland international angled a dangerous pass towards Shane Long but the Irishman was unable to control.
Albion still lacked some fluency early in the second half but they did manage the best move of the game on 66 minutes.
Morrison fed Liam Ridgewell on the left and his cross was flicked towards the far post by Long but Nicolas Anelka could not make up the ground required to turn it in.
Anelka had his first sniff of goal in Albion colours when he raced onto a smart pass from Morrison but he was denied by a fine sliding challenge from Saints debutant Dejan Lovren.
And moments later and excellent jinking run by Billy Jones ended with a cross that found Morrison, whose scuffed shot was blocked superbly by Calum Chambers.
The Baggies had the better of the closing stages but were unable to carve out any clearcut chances.
And in the final minute Youssouf Mulumbu was judged to have tripped Luke Shaw and referee Kevin Friend pointed to the spot, with Lambert drilling home a low penalty.
There was a final chance for the Baggies in stoppage time but Boruc made a brilliant save to keep out Jones’s goal-bound header.
By Steve Madeley