For the third match running at Upton Park, the Hammers let in a late goal and this time Danny Hylton's strike fired Dean Holdsworth's Shots to a famous win.
Hammers boss Sam Allardyce, who says his players are scared of playing at home, made nine changes for the rearranged first-round encounter and all looked well when Junior Stanislas put them ahead in the first half.
The midfielder, making his first start of the season, curled in a superb effort from 25 yards after quarter of an hour.
But another youngster, defender Callum McNaughton, was sent off just after half-time on his debut for scything down Hylton, to set up a familiar nervy finish.
Aldershot turned up in east London not having won a League Cup game since they were reformed in 1992, and without a point or a goal from their last three matches.
So it was perversely inevitable to see them equalise in the 75th minute when stand-in Hammers keeper Ruud Boffin blocked Alex Rodman's shot and the rebound landed kindly for Luke Guttridge to tuck away.
With 10-man West Ham on the ropes, Shots subs Michael Rankine and Jermaine McGlashan put decent chances over the crossbar.
And with two minutes of normal time remaining, a goalmouth scramble saw the ball fall to Hylton 12 yards out and he drove a low, angled shot past Boffin and into the net to send the away fans wild.
Matt Taylor came close to snatching an equaliser in stoppage time but his shot hit the side netting and the Hammers were booed off with their nasty bout of home-sickness showing no sign of clearing up.