Femi Azeez scored a second-half opener to set the visitors on their way to a victory they deserved on the balance of play, before Josh Coburn finished off a second that killed the Hornets off.
Javi Gracia’s side huffed and puffed but were unable to find the quality to break down the Lions in what was a tempestuous encounter.
Imran Louza and Nestory Irankunda lost their temper in the closing stages as Watford failed to find a way back into the contest and saw their sequence of four straight league wins ended.
Before kick-off on Graham Taylor Matchday, Watford paid tribute to the club’s greatest ever manager.
Yellow scarves were raised around Vicarage Road in memory of Taylor, nine years on from his passing on 12 January 2017.
Watford fans remember Graham Taylor (Image: Alan Cozzi/Watford FC)
On the pitch, Watford were asked to shoot towards the Rookery end first but Millwall made the much better start, Caleb Taylor forcing Egil Selvik into an acrobatic save from close range.
Early drama then played out on the touchline as an overenthusiastic ball boy intercepted a wayward Millwall effort before it had gone out of play.
As Lions fans gave him some stick, a Watford official made the first sub of the game, switching a new ball boy into the spot right in front of the away fans, prompting chants of, ‘We want our ball boy back’.
It provided the only real cheer for Watford fans in a first 20 minutes that the visitors had much the better of.
Mattie Pollock led the Watford defensive effort as plenty of balls came into the box, while the Hornets efforts on the break posed some threat but were ultimately thwarted.
Six minutes before the break, James Abankwah showed what he’s all about at his best as he chased back and thwarted Azeez, who was bearing down on goal.
Tom Ince moves forward (Image: Alan Cozzi/Watford FC)
The half ended goalless but with the visitors by far the more impressive of the two sides.
A frenetic first 10 minutes of the second half followed, with both teams furious with refereeing decisions, not least Watford when Giorgi Chakvetadze was away but play was pulled back for an earlier foul. The Georgian was booked for kicking the ball away.
Billy Mitchell also received a yellow card for Millwall, who should have scored when Macaulay Langstaff headed a clear-cut chance wide before Marc Bola cleared a bouncing ball off the line from a corner.
Tom Ince, Abanakwah and Othmane Maamma all shot from distance, but the latter was not enjoying his best day and was soon replaced by Nestory Irankunda.
With 21 minutes to play, though, Millwall scored the opener their display deserved.
Egil Selvik comes for a cross (Image: Alan Cozzi/Watford FC)
Watford failed to deal with a ball into the box, indecisive defending and goalkeeping seeing the ball land at Azeez’s feet and he drilled in the opener.
Irankunda attempted to inspire an equaliser but Watford couldn’t create a clear chance, and soon fell two behind.
Coburn raced onto a through ball, dispatching beyond Selvik to send the away fans wild and give Watford a lot to do to salvage anything.
Louza and Mitchell clashed before Irankunda was also booked as the Hornets lost their rag as well as the game in the closing stages.
Watford: Selvik; Ngakia (Keben 66), Pollock, Abankwah, Bola; Ince, Louza, Kyprianou (Baah 79), Maamma (Irankunda 66); Chakvetadze; Kjerrumgaard (Semedo 79)
Unused subs: Baxter, Morris, P. Mendy, Sissoko, Doumbia
Attendance: 19,074 (2,208 away)