While both teams struggled for victories last season, there weren't a lot of chances in the match for scoring, but Rondon did just that. He started the game off well, with a header in the 8th minute, which was well saved by Wayne Hennessey.
Later on, Connor Wickham also shot wide from the perfect angle. While both teams had trouble scoring in the first half, Crystal Palace manager Alan Pardew fixed his problems at the half by moving Andros Townsend and Wilfried Zaha around.
Zaha managed to move into a shooting position in the 51st minute, but he made a mistake with one too many touches of the ball, allowing Ben Foster to save. When the ball returned back into play, Zaha created another chance to score, but against Foster was there to deny him.
In the 66th minute, Yannick Bolasie, who is likely to leave Crystal Palace for Everton, entered the game to thunderous applause and warm reception for the Palace fans, coming on for Chung-Yong Lee. But the applause and reception from the Palace fans wouldn't last long.
In the 74th minute, Rondon managed to score after a free-kick from James McClean, silencing the Palace fans at Selhurst Park, and giving West Brom a 1-0 lead.
A controversial moment came about in 79th minute, when Bolasie was tripped on the edge of the box but referee Craig Pawson chose not award a foul, and the match went on. But by then, no hope was left for Palace, thanks to West Brom's strong defending, earning them the win and the three points.
West Brom will have their first home game against Everton next Saturday, while Crystal Palace play Tottenham. Both Everton and Totttenham drew 1-1 against each other on the opening day.
All of West Brom's past 11 Premier League wins have all come by a one-goal margin.
Crystal Palace have lost 13 Premier League games in 2016.
Crystal Palace have only won only one of their last nine season openers at Selhurst Park.
West Brom have kept 22 clean sheets in the Premier League since Tony Pulis took charge on 19 January 2015.
Crystal Palace manager, Alan Pardew said: "We lacked a cutting edge today. If we had scored first, we would've won."
He also added, "West Brom are never easy, they camp the midfield, make it hard at the back and of course- set plays."
West Brom boss, Tony Pulis commented: "It was not a fluke. "I think we deserved it. Palace never created a lot, they had just long range shots really. I'm very pleased."
The Welshman concluded, "It is more important that we stay in the Premier League and Saido's goals will help us do that. We're hoping and praying we can keep him."