Megson spent three-and-a-half seasons with The Baggies and guided the club into the Premier League for the first time in their history following a successful 2001/02 campaign.
However, his relationship with his chairman was somewhat strained and shortly after revealing in the 2004/05 season that would be not be signing a contract extension, he was dismissed by the club.
Megson has no regrets about his time at West Brom and still treasures the memory of securing Premier League promotion and celebrating the success with the club's fans.
The 49-year-old admits he has a soft spot for the club and still looks for their results, although he will be putting Bolton first when the teams go head-to-head on Saturday.
Ran its course"It ran its course. I said at the time I'd be leaving at the end of the season. With that statement I was sacked, albeit by telephone and I've not been back. It happens and it's gone," he told Sky Sports News.
"I look forward to going back. One of the best things that happened the first time I got promoted was standing on the 18-yard line at the Birmingham Road End with my wife and son and they were doing the boing-boing and no one can take those memories away from me.
"I'm delighted to say two of West Brom's most consistent and best performers that I took to the club donkeys years ago are still performing brilliantly for them in Jonathan Greening and Paul Robinson.
"It was a good period. I really enjoyed the football club. I look out for its results for the supporters. I'd love West Brom to do well for the supporters, but my interests are here."