Playing their first league fixture since the espionage affair that saw them thrown out of the play-offs in May, Tonda Eckert's side had no answer to the home team's energy and tenacity.
Summer signing Iker Bravo and teenage academy product Amin Nabizada gave new Watford manager Alessio Dionisi a fine win, while Southampton's players were heckled, both on the pitch and from the stands, for their actions at the end of last season.
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When Taylor Harwood-Bellis screwed a stoppage-time shot badly wide, the defender who was seen as one of the villains of the Spygate saga was verbally riled by a succession of Watford players.
The defeat already leaves Southampton seven points off top spot, with the south coast side sitting at the foot of the table following their four-point deduction after the Spygate scandal.
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The Watford goals both came from errant Southampton passes.
Jack Stephens' aimless kick was seized upon by Bravo, a summer arrival from Udinese. The 21-year-old Spaniard did not hesitate, driving forward and stabbing the ball home.
The goal lifted the uncertainty that had enveloped Vicarage Road in the build-up to the new Championship season.
Australia winger Nestory Irankunda was sold to Portuguese club Sporting Lisbon 24 hours earlier, while last season's captain Imran Louza was left out of the squad by Dionisi after the midfielder again asked to leave the club.
On the opposite wing, Watford youth product Nabizada seized on another wayward Southampton pass, this time by Ryan Manning, to speed away down the right.
It appeared as if the teenager had pushed the ball too far as he drove into the Southampton area before he suddenly unleashed a low shot into the far bottom corner.
Southampton reduced their arrears in the second half. Cameron Bragg stabbed the ball through to Cyle Larin 10 yards from goal, and the Canada international slid the ball past Federico Ravaglia in the 56th minute.
Within a minute the new Watford keeper was forced into a reaction save low down from Larin's sweeping volley.
Seconds later at the other end, it might have been 3-1 to the hosts when the lively Bravo looked certain to extend Watford's lead, only for Manning to charge down his shot with a brilliant sliding challenge.
Southampton mounted a late siege to the Watford goal but Harwood-Bellis wasted their clearest opening.
Phillips: Pressure already on Eckert | 'He didn't pick right team'
Ex-Southampton striker Kevin Phillips told Sky Sports:
"The pressure's going to start again, isn't it?
"They didn't perform today. You can't afford to slip up when you're four points behind.
"There's still a long way to go, and they showed last season that they can go on a run when they get it right.
"I don't think he picked the right team to start off with.
"The pressure's there, and we all know why. The next game for them is crucial, and they have to win it - it's as simple as that."
