Any thoughts of a giant-killing were quickly extinguished as Roberto Di Matteo's Championship West Brom came out of the blocks like an express train.
West Brom found themselves two goals ahead inside the opening 30 minutes despite making eight changes from their 1-1 draw with Newcastle at the weekend for this Carling Cup outing.
With Chris Brunt, Robert Koren, Youssouf Mulumbu, Marek Cech and Abdoulaye Meite all away on international duty, plus Ishmael Miller, Neil Clement and James Morrison all injured - Di Matteo was forced to shuffle his pack.
But the enforced changes did little to disrupt West Brom as Graham Dorrans opened the scoring on five minutes from the edge of the penalty area.
Summer signings Joe Mattock, Reuben Reid and Simon Cox were all handed their West Brom debuts at Gigg Lane.
Cox, who gave the Bury defence a torrid time throughout, was unlucky not to have added a second but he was flagged offside after good build-up play by Craig Beattie.
West Brom didn't have to wait long to grab a second as Reid and Beattie combined, with Mike Jones needlessly putting through his own net under pressure.
Things got worse for Bury on 25 minutes as Danny Carlton was stretchered off and replaced by Domaine Rouse following a full-blooded tackle with Mattock.
West Brom should have had a third before the break but Beattie fired over after Cox had created the chance by dummying Reid's through ball.
After the break West Brom looked a different side all-together as Bury started to dominate proceedings and with it create chances.
On 65 minutes Bury should have halved the deficit but Efetobore Sodje's headed goal was disallowed from Jones' free-kick.