Millwall came from behind to beat West Brom 2-1 at The Hawthorns in the Carabao Cup first round.
Austin netted in the ninth minute, nodding home after Grady Diangana's blistering angled shot was spilled by former West Brom goalkeeper Luke Steele.
Millwall scored from their first attack when striker Bradshaw headed home a Jiri Skalak free-kick in the 28th minute for his first goal for the club.
West Brom thought they had regained the lead but Semi Ajayi's bullet header from a corner was disallowed for a foul.
Keeper Jonathan Bond twice denied Millwall in a matter of seconds. First he bravely smothered at Skalak's feet then acrobatically tipped over O'Brien's lobbed follow-up.
The unmarked Jon Dadi Bodvarsson wasted a great chance for the visitors, heading over after a corner was headed back across the box.
The visitors went ahead in the 55th minute when Republic of Ireland international O'Brien bundled home after Skalak's corner was allowed to bounce.
West Brom dominated the rest of the half but the closest they came was when Ajayi sliced into the side-netting in time added on as Millwall's defence held firm.