Zenden's 52nd minute header - his fourth goal of the season - ensured that Robson began his reign at the club he left as a player 23 years ago in the worst possible way.
The defeat also leaves Albion rooted in the bottom three with just one win to their name this season.
Albion had looked to at least mark his return with a point after Robert Earnshaw's third goal in two games had cancelled out the advantage Middlesbrough had been given by Darren Purse's own goal.
But Albion ran out of steam and ideas in the second half as Boro sealed their fourth away win of the season - double the number of victories at home.
Goalkeeper Mark Schwarzer had laid the foundation for their success by denying Albion in the first half and the full value of his heroics became clear when Zenden struck.
While Middlesbrough may have taken the lead through the unintentional intervention of Purse, they were lucky to get to half-time on level terms.
Schwarzer was by far the busier of the two goalkeepers and he pulled of a series of fine saves.
After an early flourish from Middlesbrough when Stewart Downing should have done better from close range in the 10th minute, Albion pummeled Schwarzer.
The Australian international denied Kanu at the end of a mazy 20th minute run by the Nigerian international and then did well to beat away a drive from Cosmin Contra.
Failing to take advantage of the chances they created looked set to cost Albion and Jimmy Floyd Hasselbaink gave a sign of what was to come in the 223rd minute.
The former Chelsea striker rattled the cross bar with a powerful header from a Downing corner.
While Albion survived that scare they were not so fortunate eight minutes later when George Boateng powered forward.
He cut into the left-hand side of the area and drilled in a low drive that was deflected past the stranded Albion goalkeeper Russell Hoult by Purse.
To their credit, Albion did not let the disappointment of falling behind affect them and it took them just six minutes to draw level.
While Earnshaw may have scored the goal it owed everything to Contra.
The Romanian international, who was making his Premiership debut for the club after arriving on loan from Atletico Madrid in August, delivered a pin point right-wing cross that Earnshaw had the simple task of sidefooting home from eight yards.
But Albion were unable to build on Earnshaw's equaliser and their play after half-time never reached the same tempo as in the first period.
That was due in no small part to the fact that Middlesbrough sealed their win only seven minutes into the second half.
Albion failed to pay heed to the progress that the highly-rated Downing made down the left flank.
He delivered a teasing cross that left the Albion defence flat footed and picked out Zenden perfectly.
His deft header arched over Hoult before dropping into the net.
Robson tried this best to inject some life back into into his team by sending on strikers Rob Hulse and Geoff Horsfield for Earnshaw and Zoltan Gera.
But it was Middlesbrough who looked the side more likely to score again with Mark Viduka going close to ending his seven-game goal drought with a snap shot that flew just wide in the 62nd minute.
Even a late Albion flourish failed to muster any reward with that man Schwarzer again proving defiant as he denied Hulse and Neil Clement in quick succession.
Albion's misery was compounded in stoppage time when Kanu somehow lifted the ball over the bar from just a yard out after he was set up by Horsfield.