Leicester boss Claudio Ranieri rued a slow start but insisted he was proud of his players' performance in the Premier League champions' 2-1 loss at Watford.
The Foxes, surprise title winners last season, have just one point from six away matches this term after suffering a sixth loss in 12 games.
Etienne Capoue scored after 33 seconds and Roberto Pereyra's fine strike after 13 minutes doubled the advantage.
Riyad Mahrez pulled one back from the penalty spot two minutes later, but Leicester struggled to test Heurelho Gomes in the Watford goal.
"It's just a bad period now.