Wales took the lead early on with a try from winger Hannah Szigetvari but England scored a run away try just before the break to lead 7-5.
England's Captain Kat Merchant scored a try in the first minute of the second half to increase their lead to 12-5 but Wales displayed some great skills and winger Gemma Williams decreased the deficit to just 2 points.
England were penalised in front of the posts and Fly Half Paula Mullen slotted over a penalty in the blustery conditions to give Wales the lead by the narrowest margin.
Wales fought well to retain their lead and the game ended 13-12. It was a massive victory for the young Welsh side following two defeats last season at the hands of the English. The squad now face Sweden on Good Friday before travelling to Coventry for the return fixture against England.