The U's had not lost at home for six months, having won 12 and drawn the other two of their last 14 Layer Road fixtures.
But the Baggies stole a march on their hosts by scoring two goals in a two-minute spell at the start of the second half, and although Johnnie Jackson pulled a goal back almost straightaway, Tony Mowbray's men held on for a deserved victory.
It had been a first half of few chances, although the visitors were in the driving seat throughout, and they duly got their reward within five minutes of the re-start.
Robert Koren delivered a corner to the near post where right-back Paul McShane diverted home from close range, giving keeper Dean Gerken no chance.
Albion had got their noses in front and they were soon celebrating a second goal thanks to a fantastic solo effort from Diomansy Kamara on 52 minutes.
The U's lost possession on the attack, and their defence was over-stretched as Kamara sped past Matthew Mills to slot a low drive past Gerken.
It was a Senegal international's 19th goal of the season and his 18th in the Championship and it was to prove crucial.
Colchester pulled a goal back in the 55th minute thanks to Jackson's first goal for the club. Kevin Watson floated over his side's first corner of the game for Wayne Brown to flick on and there was former Spurs man Jackson to nod home from close range.
This set up an exciting last 35 minutes. Colchester had their chances to force an equaliser, not least when Jamie Cureton curled a shot wide from Jackson's excellent lay-off.
Cureton's strike partner Chris Iwelumo was also unlucky with an 18-yard shot that keeper Dean Kiely did well to palm into the air. That was the save of the match.
But it was West Brom who finished the stronger and they should really have added to their tally during the closing minutes.
Kamara hooked a shot wide and Curtis Davies fired straight at Gerken when he had just the home keeper to beat.
But it didn't matter in the end. West Brom have now lost just one of their last 15 fixtures and have completed the double over Colchester.