Colchester are still waiting for their first points of the season after goals from Nathan Ellington and Ronnie Wallwork gave West Brom victory.
Ellington put Albion ahead from the penalty spot on 11 minutes after Wayne Brown fouled John Hartson.
Wallwork doubled the lead after 41 minutes with a sharp finish to Paul Robinson's cross.
Substitute Jamie Guy headed Kevin Watson's cross in after 81 minutes, but the U's could not find an equaliser.
West Brom boss Bryan Robson:
"We dominated the game and we could have scored more goals.
"At 2-0 up the lads should have been able to play with a lot of confidence.
"But we were a bit nervy, we weren't fluent and we went on to the back foot.
"I could not have been any more pleased with the first-half display but we fell away in the second-half."
Colchester manager Geraint Williams:
"We caused them problems in the second-half but by then we had given ourselves a mountain to climb.
"I thought the players put all the things we planned to do into the game and we were unlucky not to come out of it with a point in the end.
"But if we are to be successful in this league we can't shoot ourselves in the foot like we did in the first-half."
West Brom: Zuberbuhler, Watson, Perry, Curtis Davies, Robinson, Gera (Carter 62), Quashie, Wallwork (Albrechtsen 77), Greening, Ellington (Chaplow 64), Hartson.
Subs Not Used: Steele, Inamoto.
Booked: Quashie, Hartson, Wallwork.
Goals: Ellington 11 pen, Wallwork 41.
Colchester: Davison, Halford, Barker, Brown, Richards (Baldwin 82), Garcia, Watson, Izzet (Guy 83), Duguid, Cureton, Iwelumo.
Subs Not Used: Gerken, White, King.
Goals: Guy 83.
Ref: P Taylor (Hertfordshire).