ALBION suffered late heartbreak against a title challenger for the second week running as sub Florent Malouda's 83rd-minute winner denied them their first-ever Barclays Premier League point against Chelsea.
Shane Long's second strike in as many games after just four minutes - the Baggies' maiden goal at Stamford Bridge in the Premier League - got Roy Hodgson's men off to a dream start.
Albion had lost their previous ten top-flight matches against the Blues and were full value for their lead until they were pegged back in the 53rd minute through Nicolas Anelka's low drive, which took a slight deflection off the impressive Jonas Olsson.
Albion had to rely on a string of fine saves both sides of the break from Ben Foster to keep Chelsea at bay - but the Blues' late winner was tough on them.
They created plenty of chances of their own, with Long and Somen Tchoyi a constant handful, and sub Peter Odemwingie went agonisingly close to snatching an equaliser two minutes from time.
Albion were boosted by the return of Odemwingie to the bench from an ankle injury as Hodgson named an unchanged XI.
The recalled Marek Cech and new signing Gareth McAuley, who had recovered from gastroenteritis, were also named among the subs.
Chelsea made two changes, with Henrique Hilario and Anelka coming in for the injured Petr Cech and benched Malouda.
During the pre-match warm-up, Albion's players wore t-shirts bearing a message of support for Academy player Blake Melbourne, a 14-year-old right-back, who is battling against an illness.
The club's new red third strip made its debut at Stamford Bridge as Albion were reunited with former head coach Roberto Di Matteo - now Chelsea boss Andre Villas-Boas' assistant - for the first time since he was relieved of his Hawthorns duties in February.
The Baggies got off to a dream start in West London when new signing Long further endeared himself to the Albion support.
After opening his account on his debut against Manchester United six days ago, the Ireland international took just four minutes to become the first Albion player to score in his first two games in the Barclays Premier League.
It was all about the striker's anticipation. He pounced on Jose Bosingwa's underhit pass to seize possession off Alex before outmuscling the Chelsea centre-half and coolly clipping the ball past Hilario and inside the near post.
The Baggies had made a confident start and the Blues did not threaten until the eighth minute, when Foster had Ramires' flicked header from Bosingwa's cross covered as he watched it loop wide.
Chelsea's next effort came on 14 when Salomon Kalou ran at the visitors' defence before firing well over from 20 yards.
In fact, it was Albion displaying the more cutting edge in the final third and Hilario had to pull off a fine near-post reflex save to divert wide Paul Scharner's acute drive after neat build-up play by Gabriel Tamas and Chis Brunt.
On 25, Kalou squeezed over a cross from the right but the off-balance Anelka could only loop a harmless header straight at Foster.
Incredibly, in the same minute, it could've been 2-0 to Albion.
After Scharner dispossessed Frank Lampard with a wonderfully-timed tackle, Long raced clear onto Brunt's inch-perfect pass over the top. He spotted Tchoyi completely unmarked in the box but over-cooked his low cross, denying the Cameroon international a tap-in.
Chelsea then began to keep Albion pegged back - but the Baggies stood firm.
They looked in trouble when Anelka slid the ball towards Lampard at the near post, but Tamas slid in to clear the Baggies' lines before the England midfielder could connect.
In fact, Albion were looking so comfortable that Villas-Boas marked his first home game in charge by making an early substitution, replacing Kalou with Malouda on 35.
Chelsea piled on the pressure during the closing stages of the half, with Foster called into action on three occasions.
The on-loan keeper kept out Ashley Cole's swerving 25-yard drive with a wonderful near-post finger-tipped save on 41.
In the first minute of stoppage time, Alex smashed a 20-yard free-kick towards goal which took a wicked deflection and Foster, who was already on the ground, stuck out an arm and somehow kept it out.
His final save was much more comfortable as he clutched Anelka's downward header from Bosingwa's cross.
The cries of 'England's No.1' from the away end were fully justified as Chelsea headed down the tunnel at the interval with boos ringing in their ears.
Albion were full value for their half-time lead - and made a composed start to the second half.
But it was all square in the 53rd minute.
After Nicky Shorey had been dispossessed by Anelka, Albion protested that play should have been stopped when Lampard appeared to go to ground easily in the Baggies' box under Olsson's challenge.
But referee Lee Mason waved play on and Anelka nipped the ball past Shorey and steered a right-footed shot, which took a deflection off Olsson's heel, inside the far post from 15 yards.
Back came Albion and, just two minutes later, Scharner could have restored the Baggies' lead, only to head a great chance over from James Morrison's left-wing centre.
Chelsea went close themselves when Long cleared Malouda's 15-yard shot from inside his own six-yard box after Albion had only half-cleared Lampard's corner.
Moments later, Foster denied Anelka at point-blank range with his outstretched boot and then Steven Reid kept out Malouda's follow-up with a wonderful block right in front of the empty net.
Albion were on the attack themselves on 62 and Tchoyi saw his sublime 20-yard curler brilliantly tipped wide by Hilario at full stretch after the ex-Red Bull Salzburg man had controlled Long's pass and twisted and turned two Chelsea defenders.
It was turning into a real end-to-end affair and Albion were relieved to see sub Didier Drogba side-foot well wide from Cole's low cross.
On 69, Ramires poked Anelka through but the former Arsenal man fired his difficult chance wide of the onrushing Foster and the Baggies net.
Lampard and Anelka both went close in the final ten minutes but Albion did not look in too much danger - until they conceded seven minutes from time.
Bosingwa skipped between Morrison and Shorey down the right before seeing his pinpoint low cross slammed home by Malouda at the back post.
Albion did not give up the ghost and sub Odemwingie saw a great chance go begging when he volleyed Reid's deep cross straight at Hilario from 12 yards in the 88th minute.
CHELSEA (4-3-3): Hilario; Bosingwa, Terry (c), Alex (Ivanovic 66), Cole; Ramires, Mikel, Lampard; Anelka, Torres (Drogba 59), Kalou (Malouda 35). Subs not used: Turnbull (gk), Ferreira, Benayoun, McEachran.
ALBION (4-4-1-1): Foster; Reid, Tamas, Olsson, Shorey; Brunt (c), Scharner, Mulumbu (Dorrans 87), Morrison; Tchoyi (Odemwingie 75); Long. Subs not used: Fulop (gk), Cox, Jara Reyes, McAuley, Cech.
GOALS: CHELSEA - Anelka (53), Malouda (83). ALBION - Long (4).
BOOKINGS: CHELSEA - Lampard (foul 34), Terry (unsporting behaviour 90). ALBION - Tamas (foul 7), Mulumbu (foul 45), Olsson (dissent 60), Odemwingie (unsporting behaviour 90+2).
REFEREE: L Mason (Lancashire).
ALBION STARMAN: Shane Long.