Kayleigh Green’s second-half effort gave Jayne Ludlow’s side victory away to Bosnia and Herzegovina but Laura O’Sullivan had to save a penalty to maintain the advantage.
Wales began the game a point ahead of England from a game more, while their hosts had three points from two matches played.
Natasha Harding had an early effort over the bar before she combined with Green to see Jess Fishlock go close but O’Sullivan then had to turn a Lidija Kuliš volley over the top.
Rachel Rowe headed Hayley Ladd’s free-kick over the bar before the hosts had a couple of chances, Milena Nikolić getting in behind but firing wide and Kulis shooting fractionally too high.
Fishlock got clear only to see her strike tipped away by Almina Hodžić, the hosts nearly conceded an own-goal and then Rowe went down in the box but nothing was given.
Angharad James had the first chance of the second half for Wales but missed the target from outside the box but the visitors were soon ahead.
On 58 minutes, Green was sent through the heart of the defence to slot past Hodzic.
There were some late nerves though, as with 7 minutes left Alice Griffiths fouled Kuliš in the area but Nikolić’s penalty was saved.
Then in added time, O’Sullivan thwarted Nikolic again by tipping her header over the bar.
Bosnia and Herzegovina: Almina Hodžić, Antonela Radeljić (Andjela Šešlija, 86), Amira Spahić, Melisa Hasanbegović, Marija Aleksić, Aida Hadžić (Valentina Šakotić, 70), Milena Nikolić, Lidija Kuliš, Dajana Spasojević, Alma Kamerić (Merjema Medić, 52), Amela Kršo.
Unused Subs: Arnela Šabanović, Alisa Spahić, Amna Lihović, Selma Kapetanović,
Wales: Laura O’Sullivan, Gemma Evans (Loren Dykes, 46), Sophie Ingle, Rhiannon Roberts, Natasha Harding, Angharad James, Kayleigh Green (Nadia Lawrence, 78), Jessica Fishlock, Rachel Rowe, Hayley Ladd, Alice Griffiths.
Unused Subs: Claire Skinner, Amina Vine, Helen Ward, Grace Horrell, Gwennan Davies,