Albion made their premiership debut at the start of the 2002 – 2003 season, however they could only manage to stay in the top flight for the single season as they suffered relegation, finishing the campaign off in 19th place only managing to gain 26 points in the process. They reached the forth round of the FA Cup, suffering a narrow defeat against Watford in the competition. Jason Roberts was the star player at West Brom during the campaign and Jason Koumas also made a great contribution.
Albion managed to find automatic promotion back in to the premier league at the end of the 2003 – 2004 campaign as they finished the season off in second place, gaining automatic promotion as Gary Megson led them back in to the premiership. Albion also enjoyed their finest run in the league cup for 22 years as they reached the quarter finals of the competition, suffering a 2-0 defeat against premiership winners, Arsenal.
After a poor start to the 2004 – 2005 premiership campaign, Gary Megson left the managerial post and former West Brom player, Bryan Robson took charge at the club. After being placed in bottom position at Christmas, Robbo inspired a revival which saw West Brom escape relegation at the end of the season as they defeated Portsmouth 2-0 on the final match of the season thanks to goals scored by Kieron Richardson and Geoff Horshfield. West Brom signed Robert Earnshaw at the start of the season from Cardiff City and that proved to be an inspired signing as he scored some crucial goals. Many players played well for West Brom including Russell Hoult, Zoltan Gera, Kevin Campbell, Kanu, Jason koumas, Ronnie Wallwork and Jonathan Greening
West Brom could not escape relegation at the end of the following season as they finished the campaign off in 19th place in the top flight, suffering relegation in to the championship. The major plus emerging from the campaign was the emergence of the new signing from Luton Town, Curtis Davies.