The contest was settled midway through the first half when Connor Wickham scored with a 20-yard free-kick as the Hornets' run without a win extended to a ninth game.
The Wednesday caretaker boss said: "I thought we deserved it. I'm pleased for Connor because he stays out after training and practises those free-kicks, so it was no fluke as such.
"The pleasing thing is obviously getting the clean sheet with a great away win, I think there have been a few results that have gone in our favour so that's just clawed it in.
"But we've got to go into Wednesday's game against Wigan and make sure all the hard work and effort and commitment we've put in, we've got to do it [again].
"We definitely defended with 11 today when that ball came in the box, we put bodies on the line and then if they did break through the back-four, Damian Martinez pulled off a couple of good saves as well.
"Watford are a good side, we felt at the start of the game we could hold our own if we could keep the crowd quiet because they've not been scoring at home or winning at home and I don't think it was a smash and grab."
Watford are not only losing at home but they have also stopped scoring at Vicarage Road.
This was the fourth game running they have fired blanks in front of their own fans and head coach Gianfranco Zola said of Ikechi Anya's first-half effort that was ruled out for offside: "Today we did score and it was disallowed and it was actually a goal.
"In front of the goalkeeper we are not as confident as were some time ago and, to be honest, it is becoming very difficult to get people in front of the goalkeeper because of the way the opposition plays.
"They stay very much at the back and we don't create enough opportunities. So that is the situation. It hasn't been easy.
"We tried to do something different today, just to play one striker less and to have a more balanced team. We created some chances but they weren't enough.
"What is the real problem? I don't know. We are not going through a good moment in terms of confidence because we produce chances but it's difficult for us to score.
"And when they (the opposition) attack, they do it once and then they score so that certainly doesn't help the confidence of the players. That is what is creating a lot of pressure with the players and everyone.
"I know football is about results and results are more important than anything. I understand that and I'll see what is the best thing to do."