The Hammers have never won at Wanderers' new ground, a record which now stretches back nine league and cup games.
Goals from Matt Taylor and Kevin Davies inside the first 11 minutes condemned the Londoners to yet another defeat in Lancashire, although the visitors created more than enough chances to end that run.
Instead, wasteful West Ham only had Scott Parker's 66th-minute effort to show for their efforts as Gary Megson's team held on for an invaluable three points.
Bolton found themselves in front on ten minutes after Jack Collison had brought down Mark Davies 25 yards out with a rash challenge.
And, from the resulting free-kick, Taylor beautifully curled his effort over the wall and into the top corner for his seventh goal of the season.
Less than 60 seconds later the home side were further ahead after good link-up play between Ricardo Gardner and Johan Elmander saw the Swede pick out Kevin Davies, and the captain slid home his tenth of the campaign.
West Ham could easily have gone in at half-time level though.
Firstly, Mark Noble should have done better after being sent clean through by Carlton Cole, but the midfielder inexplicably tried to pick out Collison when he should have shot and then saw Jussi Jaaskelainen tip over his follow-up effort.
But David Di Michele was guilty of a worst miss six minutes before the break when the Italian sprung the hosts' offside trap only to fire disappointingly wide.
The Hammers continued to pile forward at the start of the second half and Cole's header was cleared off the line after James Tomkins had flicked on Noble's corner minutes after the restart.
But the visitors did pull one back when Parker started and finished a flowing move. The captain burst forward from midfield and, after Cole had switched the ball out to Jonathan Spector, continued into the penalty area to sweep home the full-back's low cross.
West Ham surged forward in search of an equaliser and they must have thought they had got one when Di Michele danced round Jaaskelainen, only for the outstanding Gary Cahill to get back and make an incredible goal-saving challenge to help Bolton hold on for the points.