Roy Hodgson insisted 'one has to keep faith' despite Pontus Jansson's last-gasp winner further damaging Watford's already slim survival chances.
The Hornets had a chance to score in added time with the score at 1-1, but instead Jansson headed home to secure a 2-1 win for Brentford.
Watford had started the game six points from safety, but required at least something from the match to close the gap to 17th-placed Everton.
Brentford took an early lead when Christian Norgaard slotted the ball home from an unmarked position, before it was cancelled out by Emmanuel Dennis' strike in the second half.