On 9 August 2011, Long signed for Premier League side West Bromwich Albion on a three-year deal, with a further year's option.
Although the fee was undisclosed, it is believed to be £4.5 million, with add-ons that could eventually rise to £6.5 million, which would be a record fee for West Bromwich, surpassing the £4.7 million paid for Spanish international midfielder Borja Valero from Mallorca in 2008.
On 12 August, Long was handed the number 9 shirt, and two days later made his debut in the league opener against Manchester United at The Hawthorns.
He marked his debut by scoring an equalising goal that went past Manchester United goalkeeper David de Gea, albeit in a losing effort, 2–1.
Long scored again in the fourth minute of his second match, against Chelsea on 20 August 2011, in what proved to be yet another 2–1 defeat.
Long scored his third goal in the fifth minute against Sunderland on 1 October, his seventh game of the season.
The match ended 2–2 with James Morrison also scoring on the fourth minute.

On 16 October 2011, Long was named man of the match in the Black Country derby against Wolverhampton Wanderers, despite not scoring.
The match ended 2–0 to West Brom, with Chris Brunt scoring in the eighth minute and Peter Odemwingie scoring in the 76th minute.
Long suffered a chipped bone in his knee after a match against Aston Villa after a robust challenge by Alan Hutton, ruling him out for approximately six weeks.
On 19 November, weeks before he was predicted injury-free, he played 90 minutes against Bolton Wanderers, a game which Albion won 2–1, with Long scoring what proved to be the winner with a header against a much more physical opponent in David Wheater.
On 3 December, Long scored a goal off a deflected shot in the last minutes a match against Queens Park Rangers earning Albion a draw by leveling the game at 1–1.
Long once again found the net on 25 March against Newcastle United, with a consolation goal in a 1–3 defeat.
On the final day of the season, he scored in a 2–3 defeat against Arsenal to finish his debut season for West Brom with eight Premier League goals.

In 2012–13 season, he started off the season very brightly after winning two penalties against Liverpool.
Although he missed the first penalty, he won the second, which Peter Odemwingie converted.
He continued his good form with Premier League goals against Everton, Aston Villa, Manchester City, Chelsea and Sunderland, as well as a brace against Yeovil Town in the second round of the Football League Cup, to put him on seven goals for the season by the end of November.
He finished the season with 11 goals in all competitions, supplemented with two goals for Republic of Ireland.

On the final day of the summer transfer window for the 2013–14 season, a move to Hull City valued at £5 million fell through at the last moment, after West Brom manager Steve Clarke pulled out from the transfer.
Clarke stated that Long was needed, as he did not have enough attacking options, despite signing Stéphane Sessègnon and Victor Anichebe just minutes earlier both for £6 million fees from Sunderland and Everton respectively.
After limited starts at the beginning of the season, Long started and scored his first of the season against Chelsea away at Stamford Bridge.
The game finished 2–2.
Long continued his good run of form against Aston Villa with two superb goals in the first 11 minutes, later being named Man of the Match.
On 9 August 2011, Long signed for Premier League side West Bromwich Albion on a three-year deal, with a further year's option. Although the fee was undisclosed, it is believed to be £4.5 million, with add-ons that could eventually rise to £6.5 million, which would be a record fee for West Bromwich, surpassing the £4.7 million paid for Spanish international midfielder Borja Valero from Mallorca in 2008. On 12 August, Long was handed the number 9 shirt, and two days later made his debut in the league opener against Manchester United at The Hawthorns. He marked his debut by scoring an equalising goal that went past Manchester United goalkeeper David de Gea, albeit in a losing effort, 2–1. Long scored again in the fourth minute of his second match, against Chelsea on 20 August 2011, in what proved to be yet another 2–1 defeat. Long scored his third goal in the fifth minute against Sunderland on 1 October, his seventh game of the season. The match ended 2–2 with James Morrison also scoring on the fourth minute.
On 16 October 2011, Long was named man of the match in the Black Country derby against Wolverhampton Wanderers, despite not scoring. The match ended 2–0 to West Brom, with Chris Brunt scoring in the eighth minute and Peter Odemwingie scoring in the 76th minute. Long suffered a chipped bone in his knee after a match against Aston Villa after a robust challenge by Alan Hutton, ruling him out for approximately six weeks. On 19 November, weeks before he was predicted injury-free, he played 90 minutes against Bolton Wanderers, a game which Albion won 2–1, with Long scoring what proved to be the winner with a header against a much more physical opponent in David Wheater. On 3 December, Long scored a goal off a deflected shot in the last minutes a match against Queens Park Rangers earning Albion a draw by leveling the game at 1–1. Long once again found the net on 25 March against Newcastle United, with a consolation goal in a 1–3 defeat. On the final day of the season, he scored in a 2–3 defeat against Arsenal to finish his debut season for West Brom with eight Premier League goals.
In 2012–13 season, he started off the season very brightly after winning two penalties against Liverpool. Although he missed the first penalty, he won the second, which Peter Odemwingie converted. He continued his good form with Premier League goals against Everton, Aston Villa, Manchester City, Chelsea and Sunderland, as well as a brace against Yeovil Town in the second round of the Football League Cup, to put him on seven goals for the season by the end of November. He finished the season with 11 goals in all competitions, supplemented with two goals for Republic of Ireland.
On the final day of the summer transfer window for the 2013–14 season, a move to Hull City valued at £5 million fell through at the last moment, after West Brom manager Steve Clarke pulled out from the transfer. Clarke stated that Long was needed, as he did not have enough attacking options, despite signing Stéphane Sessègnon and Victor Anichebe just minutes earlier both for £6 million fees from Sunderland and Everton respectively. After limited starts at the beginning of the season, Long started and scored his first of the season against Chelsea away at Stamford Bridge. The game finished 2–2. Long continued his good run of form against Aston Villa with two superb goals in the first 11 minutes, later being named Man of the Match.
Shane Long