Visiting Villa were 2-0 up at the break and appeared to be in control of the contest.
With Bradford City to come in the semi-finals of the League Cup later this week, Agbonlahor has admitted that his side have to lift themselves in time for the visit of the Bantams.
"Everyone's heads are down from going 2-0 up. But I think credit to West Brom, they came back at us in the second half and scored their two goals," he told ESPN.
"But we have to get our heads up - we've got a big week coming up with a game against Bradford. We are happy not to come away with a loss, and we'll take that."
Villa head into the tie with Bradford trailing 3-1 from the opening leg.