Like most Cinderella stories, they didn't have it easy. Their first opponents were fellow Londoners and 13-time top flight champions Arsenal. But Thomas Frank's men defied the odds to beat the Gunners in a thrilling 2-0 win. The scenes that occurred after the game made the front pages of the papers as emotions ran high.
How did Frank's side pull off such a momentous victory against the talent-ridden, lavishly expensive team that is Mikel Arteta's Arsenal?
The Dane decided to stick with his trusted 3-5-2, which at times can shift to be a 5-3-2, 3-1-4-2, or 3-4-1-2. The game saw Rico Henry return to his wing-back role on the left. There were also debuts for former Celtic defender Kristoffer Ajer and new midfield recruit Frank Onyeka.
The visitors, meanwhile, stuck with their 4-2-3-1 system, which led to mixed results last season. Arteta stuck with his philosophy of playing out from the back, which in turn played into the hands of Brentford's desire to press aggressively from the front.
The biggest weakness in Arsenal's defence was the relationship between their goalkeeper Bernd Leno and centre-back Pablo Mari. Both Arsenal men lacked synergy and composure and panicked when pressed.
Mari seems to be a player that Brentford had identified pre-match as a potential weak link. As a result of this, the Bees went on to press him at every opportunity.
The game-plan appeared to be for Frank's side to utilise a high line of engagement and press Arsenal defenders into making errors.
Meanwhile, when Brentford were defending, they reverted to a back five in defence, with Christian Norgaard dropping back to provide cover for the wing-backs and central defenders.
While Brentford were impressive off the ball, it can't go unnoticed that striker Ivan Toney performed very well. He might not have scored or assisted, but Toney was Brentford's man of the match.
The frontman was all over the pitch for the Bees. In the latter stages of this match, he was found defending at left-back, tussling and tumbling for the ball, in addition to the physical presence he provided Brentford in the final third when they wanted to be more direct.
One impressive feature of Brentford's performance was how quickly they moved the ball forward. The Bees only had 35% of the possession on the night, but when they attacked, it was mainly on the break, in transition, and they did so with pace and strength in numbers. They were not afraid to throw several men forward in attacking scenarios.
Arsenal's relatively high line played into Brentford's favour. Both Norgaard and Vitaly Janelt would retain possession before picking their moment to quickly push the ball forward and catch Arsenal off-guard.
Brentford's physicality matched with Ben White's aerial weakness, something which was in large part responsible for their second goal when Mads Sorensen launched a long-throw into Arsenal's box for Norgaard to head home.
There is no doubt that Frank and his squad will be very happy with this upset; winning your first Premier League game against a 'top six' club must go down as a remarkably good start.