Austin, a £4million deadline day signing from Southampton, scored with his first effort on target to put Slaven Bilic’s men a goal to the good in their first round tie against Millwall.
But the night would ultimately end in disappointment for the home side as first Tom Bradshaw and then Aiden O’Brien took advantage of slack defending to ensure it was the London club who progressed to the next round.
This competition, in truth, was never going to be a priority for the Baggies this season and there were a number of changes to the team which had drawn 1-1 with the same opponents in the league on Saturday.
Aside from Austin, who played an hour, there were encouraging glimpses from another of the club’s deadline day signing, Grady Diangana. Marcus Pereira also played for the final half-hour.
All the same, defeat will sting for Bilic, whose team faded considerably after a bright start.
Having named the same starting XI for the first two Championship games, Bilic made nine changes for the second meeting with the Lions in the space of four days.
It included debuts for Darnell Furlong, Diangana and Austin, along with a first senior appearance for Dara O’Shea, who partnered Semi Ajayi in the heart of defence.
There were also first starts of the season for Conor Townsend, Rekeem Harper, Jonathan Bond and Chris Brunt, who captained the team. Kyle Edwards was the only player, other than Ajayi, to keep his place from Saturday’s league game.
Albion’s bench, meanwhile, featured the remaining two deadline day recruits in Chris Willock and Matheus Pereira.
Austin, you sense, is the man on whom much rests this season and he did not wait long to give supporters a taste of his goal-scoring prowess.
In truth, he may never score an easier goal for the Baggies than the one which broke the deadlock. On the other hand, Austin could be said to have displayed precisely the predatory instinct the Baggies require when, following in Diangana’s shot, he headed home from a yard out after visiting keeper Luke Steele could only deflect the ball on to the bar.
It ended an eight-month, 13-match goal drought for Austin, who had last netted in the Premier League for Southampton against Arsenal on December 16.
He almost had a second within three minutes but having been released by Edwards’ clever through pass, his attempted lob lacked the height to beat Steele, who grasped it comfortably.
Edwards then shot straight at the keeper at the edge of the box following a powerful run.
Millwall were struggling to make any headway and their equaliser, just prior to the half-hour mark, came completely out of the blue.
Albion appeared to switch off at a free-kick and Bradshaw arrived unmarked to head Jiri Skalak’s delivery beyond Bond.
Three minutes later, the Baggies thought they had retaken the lead when Ajayi found acres of space to power home a Brunt corner. Referee Ross Joyce, however, ruled the space had been created illegally and gave a free-kick, something which only dawned on the majority of the crowd after the goal had been announced and Ajayi done celebrating.
From then, Albion had Bond to thank for remaining on level terms before the break. The keeper first denied Skalak at close range before, seconds later, flinging himself to his left to keep out O’Brien’s piledriver, to the obvious bewilderment of the Millwall man.
The home side’s defending at set pieces continued to become an increasing concern, with former Wolves striker Jon Dadi Bodvarsson heading over from close range after being left unmarked six yards out.
Albion, just as they had the first, started the second half strongly. Austin saw a shot blocked, while O’Shea came close to a debut goal when he glanced a Brunt corner wide.
But it was the Baggies inability to defend their own box which would again prove their undoing.
Skalak’s corner was allowed to bounce in the six yard box and after Murray Wallace had failed to force it home, O’Brien did so from barely a yard out to give Millwall the lead.
Bilic withdrew Austin on the hour mark and introduced Filip Krovinovic off the bench. The Croatian playmaker was involved in a move which ended with Diangana inches from getting on the end of a low Furlong cross. Harper saw an effort from 25 yards out deflected just over the bar.
The arrival of Romaine Sawyers off the bench saw Albion take control of midfield but chances proved hard to come by.
The best fell to Ajayi in stoppage time but he fired hurriedly into the side-netting from eight yards out.
Albion (4-2-3-1) Bond, Furlong, Ajayi, O'Shea, Townsend, Brunt (c), Harper, Burke, Edwards (Krovinovic 60), Diangana (Sawyers 70), Austin (Pereira 60) Subs not used: Ferguson, Fitzwater, Willock, Johnstone (gk).
Millwall (4-4-2): Steele, McCarthy, Wallace, Hutchinson, Ferguson, Skalak, Leonard, Molumby (Williams 62), O’Brien (Romeo 64), Bodvarsson, Bradshaw (Thompson 79) Subs not used: Cooper, Smith, Mahoney, Bialkowski (gk).