Mistakes from Jonas Olsson and Ben Foster contributed greatly to each of Everton's goals, and the result means that Alan Irvine is still looking for his first league win since taking charge of the Baggies.
Merson, who was watching the game for Sky Sports yesterday, told the broadcaster that Albion are already "up against it" as they languish near the foot of the table.
He said: "I worry for West Brom. They got well beaten at Swansea and today they didn't look right.
"You're up against it when you haven't won all season.
"I think [Tim] Howard made one save in the whole match and I could have saved it - it wasn't unbelievable."
Merson scored 78 goals in 289 Arsenal appearances during a 21-year career, in which he also played for Middlesbrough, Aston Villa and Portsmouth among others.