Full-time score from The Den
Shaun Batt struck an 84th-minute winner as Millwall finally enjoyed some home comfort with only their second Championship win at The Den in 2013 against promotion-chasing Watford.
Batt was on hand to bundle home after Manuel Almunia could only parry James Henry's shot and fellow sub Martyn Woolford headed the ball back across goal into his path.
For frontman Batt, a second-half replacement for Jermaine Easter, it was a moment to savour as his strike was his first in the league for Millwall since 10th April 2010.
Following FA Cup Semi-Final heartbreak against Wigan Athletic on Saturday, boss Kenny Jackett faced the difficult task of lifting both morale and asking his players to dig deep into their energy reserves for their fifth game in 16 days.
It may not have been the prettiest of performances from Jackett's side, but it was certainly a gutsy one.
The Lions showed tremendous resolve from start to finish, successfully repelling a potent Watford side that had hit 78 league goals this season and ending a decade-long wait for home victory against The Hornets.
"It's a huge relief, that's the first thing," said assistant boss Joe Gallen. "Had we not taken the three points we might not be sitting here in such a jovial manner. Our keeper did well and the one clear cut chance we had in the second-half fell to Shaun.
I was very pleased we managed to score and get the three points."
Watford, smarting from a surprise 3-2 defeat at Peterborough United on Saturday, started brightly and Troy Deeney twice wasted decent chances in the opening exchanges, first with an exquisite shot on the turn that drifted over the bar and then firing straight at keeper David Forde from close range.
Millwall's first real effort on goal came midway through the half when Shane Lowry's cross from the left was steered into the path of Andy Keogh whose cushioned header was comfortably collected by Almunia.
At the other end Watford continued to ask questions of the home defence with Vydra firing wildly over and long-range efforts from both Ikechi Anya and Mark Yeates flashing wide of the mark.
A defensive mix-up between Adam Smith and Forde nearly proved costly eight minutes after the break enabling Deeney to pick up the loose ball with the keeper way outside his area, but the Watford man thankfully steered his shot wide of an empty net.
Forde came to the rescue on 62 minutes with a smart low block to deny Deeney before Danny Shittu blocked the follow-up and The Lions breathed again.
A fabulous ball by Henry picked out Woolford with 17 minutes remaining, only for the sub to steer his header wide of the post.
However, with the home crowd really roaring the team on, Jackett's men grabbed the decisive goal with the game heading towards the final six minutes.
Henry made space on the right and whipped in a vicious shot that Almunia could only parry, the ball fell for Woolford who headed into Batt's path and the striker touched the ball home from close range.
With The Den faithful offering some fantastic vocal support, the players responded and held firm for a vital victory.
Millwall: Forde, A.Smith, Lowry, Abdou, Shittu, Beevers, C.Taylor (Woolford, 37mins) J.Smith, Keogh, Easter (Batt, 63mins), Henry. Subs not used: M.Taylor, Dunne, Wright, Osborne, Hulse.
Watford: Almunia, Yeates (Forestieri, 79mins) Deeney (Geijo, 70mins) Doyley, Briggs, Pudil (Abdi, 79mins), Vydra, Batttocchio, Anya, Chalobah, Ekstrand. Subs not used: Hogg, Murray, Abdi, Thompson, Bond.
Ref: J Linington