An awful mistake by keeper Mart Poom gifted the visitors an early lead, but the Hornets bounced back after the break to win with goals from John Eustace and a late John-Joe O'Toole header.
The result will have come as a relief to Estonia international Poom, after he made a disastrous error inside two minutes.
A routine back-pass from Lee Williamson should have been meat and drink for the Watford keeper, but he horribly miskicked the ball to the edge of his own area where Pablo Counago got a head start on Jay DeMerit and managed to hold him off before sliding the ball home.
Watford were nearly the architects of their own downfall again when some sloppy passing at the back gifted the ball to Liam Trotter, who released Kevin Lisbie.
But instead of passing to Counago, who was inside of him and would surely have scored, Lisbie dinked the ball over Poom, but wide of the near post.
However, Watford could twice have got back on terms before the break.
First, they thought Tamas Priskin should have been awarded a penalty when he was clipped before tripping himself up after a surging run from Jobi McAnuff had put the striker through.
Jon Harley was then unlucky to see a header from McAnuff's deep cross rebound off the post and back into keeper Richard Wright's arms.
Watford maintained the pressure at the start of the second half, with Wright doing well to parry away a Priskin header that was destined for the top corner following a corner.
However, the visitors could have doubled their lead when Moritz Volz released Jonathan Walters in the area, but Poom made a good blocking save.
And his side were soon celebrating a 58th-minute equaliser. Following a Williamson corner from the right, Eustace lost Ivan Campo in the area and powered a header past Wright.
Walters forced Poom into a decent save with a long-range effort, but Watford really should have gone in front after 73 minutes.
Tommy Smith released Priskin in the area and the striker then squared for McAnuff who, from three yards, managed to get under the ball and send it over via the top of the crossbar.
But they were rewarded with four minutes remaining when Wright failed to deal with a McAnuff piledriver and O'Toole followed in to head home the winner.