A brace from Darius Henderson and an early goal from captain Gavin Mahon was enough to see off a Saints side still facing a possible relegation threat, that scored a consolation through Peter Madsen.
Mahon's goal on three minutes set the tone for what was to be a straightforward three points for Adrian Boothroyd's team as they closed the gap on stuttering second-placed Sheffield United.
Marlon King's cross from the right-hand side evaded six players in the penalty area before landing at the feet of Mahon on the far post and he wasted no time in sweeping home a right-footed finish for his third of the season.
Saints struggled to create any clear-cut chances in the first 45 minutes and, much to the frustration of the home fans, spent most of the time fending off the danger of King and strike partner Henderson.
Henderson nearly added to the Hornets' lead on 23 minutes when an Ashley Young free-kick drifted into the Southampton penalty area and the former Gillingham frontman narrowly misdirected his header as the ball flew harmlessly wide.
Two minutes before half-time the big targetman caused more problems at the heart of the Saints back four when he brought down a long clearance from keeper Ben Foster and lashed a left-foot volley marginally over.
Saints boss George Burley sacrificed midfielder Richard Chaplow for Trinidad international Kenwyne Jones in a bad to claw the deficit back but it was Watford who increased their lead on 67 minutes.
A free-kick from the left-hand side was headed clear but struck Danny Higginbotham before landing at the feet of King who crossed to an unmarked Henderson who tapped home from two yards.
Four minutes later and Henderson had a second goal of the game - Mahon this time unmarked at the far post headed Young's free-kick for Henderson to head home.
Saints' consolation came five minutes from time, as most of the home fans had already started to leave. Poland international Kamil Kosowski crossed from the left-hand side for Madson to head his second goal in as many games.