Arsenal are through to the fourth round of the Capital One Cup after a dramatic penalty shoot-out victory on Wednesday night.
Thomas Eisfeld gave the visitors the lead just after the hour mark with a composed finish after the returning Nicklas Bendtner set him up.
But West Brom responded well and levelled 10 minutes later through Saido Berahino's close-range header.
Bendtner had a chance to win it in extra time when he was put through by Serge Gnabry, while Steven Reid and Morgan Amalfitano hit the crossbar for West Brom.
Ultimately, two hours of football could not separate the sides so the tie went to spot-kicks.
Reid, Bendtner and Markus Rosenberg all scored before Luke Daniels saved from Gnabry. James Morrison and Kris Olsson netted but Craig Dawson missed and Chuba Akpom levelled the shoot-out.
The tie swung Arsenal's way when Amalfitano shot wide - and Nacho Monreal found the top corner to take the Gunners through.
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