Brentford suffered a frustrating afternoon as their first Griffin Park league outing of the campaign ended in defeat.
The Bees were almost exclusively dominant, had much more of the ball and created far more openings than their visitors.
But the one spell that Walsall held the upper hand proved crucial as they scored the killer goal just after half time and then held on for a 2-1 win.
The Bees would have been scratching their heads as to how they found themselves a goal down after the first 20 minutes.
They had been completely dominant, created chance after chance both from open play and dead balls and had almost all of the possession.
And apart from a fine tackle by the returning Toumani Diagouraga when Alex Nicholls looked set to break through had barely been in the Brentford half.
However, Nicholls first real touch proved to be the one that lead to the opening goal.
A hopeful ball was played into the right channel and the Walsall striker raced for it with Leon Legge and Craig Woodman - new goalkeeper Alex McCarthy came rushing out and Nicholls beat them all to it to lift it into the net from a tight angle.
Apart from that, all the action was at the other end.
Charlie MacDonald had an early shot blocked and when the loose ball dropped to Gary Alexander , goalkeeper Jonny Brain was forced into a decent low save.
Alexander fired narrowly wide on the turn and a Legge header from a Kevin O'Connor corner was cleared from inside the six-yard box.
Legge headed wide and Alexander nodded over before MacDonald had a shot deflected wide after good work from his strike partner.
The Bees should have been level just before the 20 minute mark, a Craig Woodman cross fell to Alexander, his shot was blocked by MacDonald and when he laid to wide to Sam Woof the left midfield man fired wide from 10 yards.
The game started to even out after that, with Walsall showing more attacking intent - although Brain was booked for time-wasting inside the first half hour, which gave an idea as to their mindset.
Pim Balkestein made a good tackle to stop Darren Byfield going through and then blocked a Steve Jones shot.
But soon it was Brentford on the front foot again - Diagouraga headed over and when the midfielder burst through and slipped the ball to MacDonald, Brain made a fine save with his legs.
Robbie Simpson volleyed over but just when it appeared Walsall would go into the break with the most unjust of half time leads Brentford levelled.
Diagouraga, who was in the middle of the sort of midfield display that emphasised why Bees' boss Andy Scott was so keen to sign him, created space in the inside right area and fed Simpson, his cross was perfect for Alexander and although the striker's effort didn't have a lot of pace, Brain couldn't keep it out.
Brentford failed to start the second half and, more in keeping with the flow of play this time, fell behind again.
Woodman had already blocked a Jones volley before the visitors worked the ball well down the right, Byfield lofted over a cross and Julian Gray volleyed in from eight yards.
But the goal woke The Bees up and the second half continued in the pattern of most of the first.
Wood had a low effort saved by Brain and the goalkeeper was quickly on his feet to turn the re-bound effort from Diagouraga round the post.
Legge headed over and MacDonald was narrowly unable to turn home an O'Connor cross before Brain dived full stretch to keep out a curling Alexander effort.
Brentford continued to dominate but with Manny Smith performing superbly at the heart of the Walsall defence, chances were fewer and further between.
And at the other end McCarthy had to be alert to save well with his feet when Nicholls got in behind the Brentford defence.
Alexander had a shot blocked and when Myles Weston sped down the left and picked out a cross the striker lashed over at the far post.
McCarthy saved well from a deflected Will Grigg shot on a rare Walsall foray forward and Matt Richards had a shot blocked after good work by Gray but most of the attention was at the other end.
Woodman looked like he'd found a leveller in stoppage time when a low free kick flew through a defensive wall but Brain turned it wide.
And from O'Connor's resulting corner Legge's header looked set for the corner before Richards headed it round the post - although referee Gary Sutton adjudged it as a goal kick.
The Bees just could not find their second goal and Walsall left with the points.
Brentford: McCarthy; O'Connor, Legge, Balkestein, Woodman; Simpson, Diagouraga, Bean, Wood (sub Weston 61 mins); Alexander, MacDonald (sub Forster 73 mins)
Subs (not used): Lee, Osborne, McCracken, Spillane, Hunt
Bookings: Bean (90 mins)
Walsall: Brain; Lescott, Smith, Lancashire, McGivern; Jones, Richards, Taundry, Gray; Nicholls, Byfield
Subs (not used): Marshall, Westlake, McDonald, Paterson, Grigg. Geddes, Bevan
Bookings: Brain (29 mins)
Attendance: 4,347 (213 away fans)
By Chris Wickham