Ahmed Hegazi gave West Brom the lead in the fourth minute, before a three-minute turn around close to half time saw Saints take the lead.
Mario Lemina sparked the comeback with a stunning strike on 40 minutes, before a third goal in three games for Jack Stephens made it 2-1.
Soon after the break, James Ward-Prowse made it 3-1 with an excellent free-kick before Solomon Rondon made it 3-2 on 72 minutes to set up a tense finale.
Saints held on, however, and were good value for the three points.
Saints up to 14th.
Freelance photograper James Williamson was at The Hawthorns to capture all the action between West Bromwich Albion and Southampton in their Premier League clash - so be sure to check out the images above.
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