Struggling Sheffield Wednesday appeared sunk as Bobby Zamora expertly dispatched his first goals since his play-off final decider four months ago, only for Graham Coughlan and David Graham to slash the lead by the 78th minute - and for Graham then to clip the bar.
But Bellion, having stepped off the substitutes' bench, rounded off an exhibition of high-quality finishing - and West Ham's third successive win - after Zamora turned provider.
"We have a winning mentality at the moment and we want to keep it," said the West Ham manager, Alan Pardew. "We are playing with an openness that leaves us vulnerable at times but we moved the ball well."
Wednesday were 1-0 down inside two minutes. Gavin Williams' through ball caught them square and Zamora strode clear to finish unerringly past David Lucas with his left foot.
Marlon Harewood, West Ham's main recent provider of goals, had already dragged a shot wide and was off target again in a one-sided opening 25 minutes. Yet, before and after Zamora saw a header well saved from Shaun Newton's centre, Wednesday rallied.
Chris Brunt sent an ambitious first-time volley just over and Shaka Hislop, making the first start of his second stint with the club, made a save at his near post from Graham's shot.
It was a spirited response from the side left bottom of the Coca Cola Championship after Saturday's defeat against the previous occupants, Millwall.
Graham, told by his manager, Paul Sturrock, to work harder after seven goalless appearances since his £350,000 move from Wigan Athletic, forced Hislop to palm away his long-range effort straight after half-time. But West Ham seemed out of sight after two more eye-opening finishes. First, Newton swung in a 54th-minute corner that his acting captain, Christian Dailly, bulleted home with a terrific header, then Zamora made stunning contact with Harewood's header down to score with a dipping 25-yard volley.
Coughlan quickly pulled one back with a header from Brunt's left-wing corner and Graham made room on the edge of the area for a low drive into the bottom corner. Wednesday made their visitors wobble for a time and Sturrock said: "At 3-0 we could have capitulated. But we have rolled our sleeves up and taken a lot of pluses."
Sheffield Wednesday (4-4-2): Lucas; Ross, Coughlan, Wood, Bullen; McGovern (Hills, 80), Rocastle, Whelan (O'Brien, 70), Brunt; Corr (Peacock, 70), Graham. Substitutes not used: Adamson (gk), Lee.
West Ham United (4-4-2): Hislop; Repka (Stokes, 87), Collins, Ward, Cohen; Newton, Dailly, Noble, Williams (Ephraim, 87); Zamora, Harewood (Bellion, 65). Substitutes not used: Reed (gk), Mullins.
Referee: S Tanner (Somerset).