Moses Odubajo struck four minutes from time to clinch Leyton Orient a 2-1 win after Walsall's Sam Mantom had cancelled out David Mooney's first-half opener.
The home side had been indebted to a series of saves from goalkeeper Jamie Jones before the break that kept them on level terms before Mooney scored.
Jones pulled off five outstanding saves to keep his side in the game, twice denying Jamie Paterson plus two efforts from Febian Brandy that included a point-blank save before a goalbound from Will Grigg also found Jones in top form.
Orient went ahead against the run of play after 43 minutes when, with his back to goal, Mooney collected a header from Lloyd James, turned and shrugged off a tackle and despite slipping on the greasy surface, recovered to slide the ball between the legs of Saddlers goalkeeper Aaron McCarey.
A stunning 30-yard strike by Mantom after 78 minutes brought the Saddlers back on level terms. The midfielder drilled the ball into the top right-hand corner, but teenager Odubajo was to have the last word.
Dean Cox crossed from the left, Mooney headed the ball on and Odubajo arrived at the far post to steer the ball into the net.