The game's decisive moment came in the 26th minute when the Hornets goalkeeper dropped a routine Neil Danns cross beneath his legs and Jermaine Beckford converted from close range.
The home side had chances to level although Danns perhaps should have put the game to bed, but was denied by a good save from substitute Watford goalkeeper Jonathan Bond.
Gianfranco Zola made six changes to his Watford side, largely as a result of injuries, and it was their opponents who had the first opportunity when Danns' cross was just too high for Beckford.
Danns was then afforded the space to improvise and send an overhead kick wide before Watford created their first chance when it took a fine block from Matt Mills to repel a Josh McEachran goal-bound strike.
But it was the visitors who made the breakthrough in the 26th minute due to a horrible mistake from Almunia.
Any danger seemed to have been dealt with when the Hornets goalkeeper bent down to gather a Danns low cross from the right. Having got the ball within his grasp, though, the former Arsenal stopper let it squirm loose through his legs and Beckford gleefully capitalised.
Watford did their best to get back on terms before the break with debutant West Brom loanee George Thorne shooting over from 20 yards.
Nyron Nosworthy then hit an acrobatic half-volley narrowly over following a corner before Fernando Forestieri curled wide after playing a give-and-go with Daniel Pudil on the edge of the penalty area.
Almunia failed to reappear for the second half as he was replaced in goal by Jonathan Bond, fresh from making his England Under-21 debut earlier in the week.
Diego Fabbrini was also introduced 10 minutes after the restart as Zola switched to a more attacking formation. And within five minutes his side were almost level when Forestieri hit a good shot from 20 yards but Andy Lonergan was equal to it.
Soon after, though, Chung-Yong Lee almost put daylight between the two sides when he was put clear and he tried to lob Bond but missed the target.
Watford continued to have the bulk of possession and territory but the absence of a cutting edge in the final third meant their promising build-up play often ended with shots from distance that were either blocked or missed the target.
Indeed, it was Bolton who came closest to scoring again when Danns capitalised on a slip from Pudil before cutting back inside, but Bond was equal to his left-footed shot as he saved with his legs.
Danns also had another opportunity with two minutes of normal time remaining but his strike from the right side of the area was deflected over.