Neil Cox scored from the spot
A moment of madness by Millwall's Kevin Muscat helped Watford on their way to their first League win of the season.
Muscat conceded a penalty, and was sent off, for stamping on Danny Webber in the Millwall area in first-half injury-time.
That proved to be the decisive moment of the match as Neil Cox stepped up to put the Hornets 2-1 ahead, leaving 10-man Millwall with a mountain to climb in the second-half.
Watford had gone 1-0 up on eight minutes when Lee Cook headed a whipped ball from Paul Devlin back across the face of goal and Bruce Dyer prodded home from close range.
The home side came close to doubling their lead on 25 minutes when a Cook corner was headed powerfully goalwards by Cox but the ball hit Tim Cahill and deflected wide.
8 mins: Bruce Dyer opens the scoring from close range
34 mins: Paul Ifill levels with a crisp finish
45 mins: Kevin Muscat sees red for stamping on Danny Webber and Neil Cox scores from the resulting penalty
90 mins: Ashley Young rounds off the scoring for the Hornets
The visitors were enjoying their fair share of possession without creating any clear-cut chances and they were almost caught out on the break on the half-hour mark.
Devlin picked up the ball in his own half and sent Webber running clear, but Tony Warner came out to smother his weak effort and Darren Ward easily cleared Cook's follow-up lob.
Soon after Millwall conjured an equaliser out of nothing. Tony Craig's throw-in was flicked on by Bob Peeters and Paul Ifill tucked the ball away at the near post with a sweet finish.
But all the Lions' good work was undone by Muscat's ill-discipline on the stroke of half-time.
Webber had stumbled while challenging him for a long ball in the Millwall penalty area and Muscat deliberately stood on his calf on his way to collecting the loose ball.
Referee Barry Knight had no hesitation in showing the Australian defender a red card and from the resulting penalty, Cox sent Warner the wrong way with a confident low finish into the bottom left-hand corner.
Millwall reorganised at the break but their defence was stretched immediately from the restart by Devlin's trickery.
He made inroads down the right-flank with a winding run and Andy Roberts did well to block Webber's far post header.
Devlin was involved again as Watford came forward again on 65 minutes.
He pulled the ball back for Gavin Mahon who forced a smart save from Warner with a powerful shot from the edge of the box.
The home side were well in control by this stage, and Dyer wasted a glorious chance to make it 3-1 when he volleyed over after meeting Paul Roboinson's through-ball.
Millwall battled on to their credit, and had two late chances to salvage an unlikely point.
David Livermore shot narrowly over from the edge of the box and Alex Chamberlain had to react smartly to keep out Ward's volley.
But Watford debutant Ashley Young had the final word, coming off the bench to score the third goal deep into injury time.
Watford: Chamberlain, Cox, Dyche, Gayle, Robinson, Mahon, Hand,
Cook, Dyer, Webber, Devlin.
Millwall:Warner, Muscat, Nethercott, Ward, Craig, Ifill, Wise,
Cahill, Roberts, Fofana, Peeters.
Referee: B Knight (Kent)