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The Socceroos left-back scored the decisive penalty in his first start as West Brom advanced in the Capital One Cup

Socceroos defender Jason Davidson has had a dream starting debut for West Bromwich Albion, scoring the winning penalty in the club's epic Capital One Cup win on Wednesday morning (AEST).

In a thrilling clash at the Hawthorns, it was Davidson who proved the hero, slotting home his spot kick to hand the Baggies a 7-6 shoot-out win after the scores were locked at 1-1.

It didn't look good for West Brom early in the shoot-out as Oxford's Kiwi goalkeeper Max Crocombe saved both of their first two attempts.

But Baggies keeper Boaz Myhill also managed a couple of stops to keep the home side in it and allow Davidson his magic moment.

The 23-year-old Australian almost won the match in the dying minutes of normal time when he burst into the box but his strike was straight at Crocombe.

Davidson wasn't to be denied in the shoot-out though, capitalizing on Jake Wright's miss for Oxford to coolly convert the 18th spot-kick and send the Baggies into the third round of the competition.

There were plenty of other Aussies in action overnight.

James Wesolowski played a full match as his Shrewsbury Town side pulled off a major upset, beating Premier League club Leicester City 1-0.

Goalkeeper Adam Federici kept a clean-sheet as Reading beat Scunthorpe United 1-0, with Ryan Edwards also playing the last 16 minutes.

Socceroos duo Massimo Luongo and Brad Smith both started for Swindon Town, who were beaten 4-2 after extra-time by Championship club Brighton and Hove Albion.

There was a goal and an assist for Bradden Inman in a superb performance but it wasn't enough to save his Crewe Alexandra side, who went down in extra-time against Bolton Wanderers 3-2.

Ryan Williams played full match as Fulham won 1-0 at Brentford but Neil Kilkenny's Preston North End were beaten 3-1 by Middlesborough, with Bailey Wright not a part of the squad.