Town hit the ground running with an early strike from Paddy Madden, before Dan Burn added a second just before half-time.
Harlee Dean pulled one back for Brentford early in the second half but it was not enough for the Bees.
Madden put the Glovers ahead in the sixth minute, hitting a superb 20-yard shot with the outside of his boot into the top corner.
Yeovil doubled their advantage three minutes before half-time when Burn headed in at the back post from a corner. James Hayter looked to have scored the goal initially but he had failed to connect with the ball.
Marcello Trotta almost scored for Brentford on the stroke of half-time, but his header was saved by Yeovil stopper Marek Stech.
But Dean did pull one back for the Bees in the 51st minute when he netted with a header at the near post following a corner from the right.
And Brentford almost equalised soon after the hour mark but Clayton's Donaldson's header was saved by Stech.
Yeovil's Kevin Dawson then went down in the box on 74 minutes under a challenge from Jake Bidwell but he was booked for diving.
Brentford pushed for an equaliser but just could not make the breakthrough, with Shaleum Logan firing wide late on after cutting in from the right, before Dean headed wide from a corner and Sam Saunders blasted over.
And Yeovil held on to reach the Championship for the first time in their history.