Much of the pre-match hype centred on the futures of Marvin Sordell, who was withdrawn from the Hornets' squad at the request of owner Laurence Bassini, and Adrian Mariappa.
Sordell's removal from the matchday 16 came amid reports linking the striker with a move to several Premier League clubs as well as Cardiff.
Defender Mariappa, meanwhile, played despite a move to either Wigan or Newcastle being touted for much of the day.
The off-field distractions had little impact, though, as the Hornets dominated a drab encounter throughout and emerged victorious.
Troy Deeney fired them ahead in the first half, producing a neat finish from the edge of the area, before Joe Garner added a second with the simplest of finishes.
Watford enjoyed the better of the opening exchanges and almost took an early lead when Garner forced a fine save from David Forde after getting on the end of Sean Murray's cross.
Sean Dyche's side continued to shine and again came agonisingly close to going ahead soon after.
Scott Loach's long ball was flicked on into the path of Garner, but the striker could only hit wide from just outside the area.
The game entered a lull thereafter, with both sides struggling to fashion any opportunities.
However, the visitors took a deserved lead in the 35th minute as Alex Kacaniklic, making his debut, produced a fine through-ball to Deeney, who converted from the edge of the area.
Watford continued to impress, although the Lions almost levelled things up when Scott Loach produced a fine point-blank save to deny Liam Trotter.
Picking up where they left off, the Hornets started positively after the interval and added another goal in the 59th minute.
Murray capitalised on Jack Smith's mistake to find Denney, only for the striker to see his effort saved by Forde, allowing Garner to slot home the rebound.
That goal seemed to finally spark some life into Millwall as Darius Henderson headed just over the crossbar.
The hosts came even closer to pulling a goal back with 10 minutes remaining, but Trotter's header hit the post.
The Lions' misery was compounded in the dying seconds when Loach saved Henderson's penalty after substitute John Marquis was brought down by the goalkeeper.