Vydra struck his 13th and 14th goals of the season as away-day specialists Watford ended Middlesbrough's impressive home run.
Czech Republic striker Vydra fired home in time added on at the end of the first half and struck his second in the 83rd minute to ensure Watford consolidated their play-off place. Scott McDonald headed home a consolation for Boro in the third minute of stoppage time.
Boro made all the running in the first half. Emmanuel Ledesma's 30-yard effort in the second minute warmed Manuel Almunia's hands and Lukas Jutkiewicz's shot from inside the penalty area was blocked by Watford defender Joel Ekstrand.
Watford saw enough of the ball, but by the time Almunia had turned away Ledesma's angled shot in the 42nd minute, the visitors had failed to muster a single effort on goal.
But in time added on at the end of the first half Watford struck against the run of play with their first shot of the game. Vydra pounced on a loose ball in the area and drilled a left-footed shot beyond Boro goalkeeper Jason Steele into the bottom corner.
Boro were still reeling after the restart and Vydra forced Steele into his first save when blocking the striker's 20-yard shot.
Almen Abdi, back from a pelvic injury, and Ledesma traded long-range strikes that flew wide before Boro's on-loan Chelsea teenager Josh McEachran was forced off injured in the 57th minute and replaced by Adam Reach.
Reach (twice), Ledesma and Faris Faroun all tried their luck from outside the area, the latter's superbly held by Almunia before Boro boss Tony Mowbray sent on Ishmael Miller for Jutkiewicz in the 69th minute.
Substitute midfielder Merouane Zemmama was then sent on for Ledesma as Mowbray looked to salvage a point, but Watford went close to extending their lead when Vydra's close-range effort forced a fine reflex save from Steele.
But Steele was helpless when Vydra steered home his second in the 83rd minute, taking Abdi's cross from the left in his stride to bury another finish into the bottom corner.
McDonald headed home Reach's cross in the 93rd minute, but it was a mere consolation.