Walsall midfielder Adam Chambers scored a 30-yard screamer on his debut against former club Leyton Orient.
Ben Chorley could have got the O's on level terms soon after but he failed to hit the target with his header from Charlie Daniels' corner.
Jon Macken squandered a good chance to double the lead but he fired over.
Walsall keeper Jimmy Walker denied Dean Cox and Jimmy Smith headers and O's striker Jamie Cureton missed two good chances as the hosts held on.
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Leyton Orient boss Russell Slade told BBC London 94.9:
"I'm bitterly disappointed with the first period, we didn't knock the ball around with any great purpose.
"Certainly when the pitch is in the situation that it is in here, where the grass is very long and sticky we needed to move it much, much quicker.
"We attempted to do that in the second half and we created more chances, but unfortunately it wasn't meant to be today."