Dons manager Stuart Murdoch again shuffled his pack playing with a 4-4-2 line up, but with a diamond midfield. Ben Chorley took the role of holding midfielder, with Joel McAnuff on the right, Wade Small on the left and Nigel Reo-Coker at the point.
After a scrappy opening quarter of an hour, Watford took the lead when Scott Fitzgerald's shot was palmed away by Paul Heald straight into the path of Paul Devlin who rifled the loose ball into the net.
Watford continued to dominate and doubled their lead in the 33rd minute when Danny Webber headed home Paulo Vernazza's cross from the left flank.
Wimbledon got back in the game early in the second half when Mikele Leigertwood headed in Jermaine Darlington's free kick. The Dons continued to threaten but without creating any real chances, and in the 67th minute, the visitors restored their two-goal cushion.
Dons defender Nico Herzig headed towards his own goal, Heald tipped the ball onto the bar but the ball fell into the path of Watford striker Fitzgerald who tapped the ball home from a yard out.
The home side tried to get back in the game with McAnuff forcing a fine save from Lenny Pidgeley at his near post. But as the clock ticked down the home side were restricted only to long-range efforts and Watford ran out of comfortable winners.