But a fired-up England cut loose in the second half to run over for four tries through Bristol's Poppy Cleall, London Irish's Alexandra Matthews, Saracens' Hannah Gallagher and Worcester's Georgia Peedle.
The victory hands England a 100 percent record this season after wins over France and Scotland also.
England opened the scoring through Cleall who touched down for the opening try after just seven minutes. Emily Scott failed with the conversion but made amends when she added a penalty to hand England an early 8-0 lead.
But Wales, who have only been together as a group for a month compared to England who have been together most of the season, hit back. England were turned over in their 22 and Wales moved the ball out into the midfield for captain Sian Williams to run in and score.
England had both Amy Wilson-Hardy and Cleall sent to the sin-bin and Wales made them pay a heavy price. Wales took a quick tap penalty and centre Rachel Rees showed great footwork to hoodwink the England defence and ran in to score. With Leung converting Wales took the 8-12 lead at the break.
After a good talking too at the break, England stepped up the pace and used their bench to good effect. Cleall went over for her second of the afternoon but Wales regained the lead with a 51st minute try after an impressive solo effort from fullback Rosie Fletcher. With Leung converting the visitors led 13-19.
England rang the changes with Matthews, Gallagher and Peedle taking to the field. Matthews crashed over the try line after just three minutes of being on the field before Gallagher touched down under the posts on 62 minutes. With Scott adding the conversion England led 25-19.
Peedle then gave the final score line a flattering look when she touched down to seal the victory for England.
Despite the defeat against more experienced opposition, Wales definitely showed the future looks bright with Fletcher in particular impressing at full back.
Wales team manager Sara Davies, said: "It was a great effort by the girls considering we have only been together for a month. The worst thing for us is the fact that we could have won the match, there is no doubt they [England] were worried about losing their unbeaten record.
"The match proved there is some good talent coming through the system and with the next World Cup three years away, these first building blocks are building some firm foundations for the future."
Wales U20s 15 Rosie Fletcher (Gorseinon), 14 Cerys Ballett (Cardiff Quins), 13 Rachel Rees (Gorseinon), 12 Rebecca de Filippo (Neath Athletic), 11 Rhianydd Morgan (Neath Athletic), 10 Yasmin Leung (UWIC), 9 Joanne Jones (Cardiff Quins), 1 Natalie Stone (Pontyclun), 2 Carys Rhiannon (Thomas Pontyclun), 3 Ffion Jones (Whitland), 4 Alex Stokes (Neath Athletic), 5 Delyth Davies (Neath Athletic), 6 Sian Williams (Bath), 8 Carys Phillips (Neath Athletic), 7 Nia Davies (Whitland).
Replacements: 16 Rhiannon Sheen de Jesus (UWIC), 17 Chloe Howells (Whitland), 18 Catherine Davies (Whitland), 19 Catrin Rees (Carmarthen Quins), 20 Kirsty Prosser (Gwernyfed), 21 Jodie Evans (Kidwelly), 22 Naomi Whybrow (Cross Keys).