The Clarets moved to six competitive fixtures without a win as Watford ran out 3-1 winners in the Premier League game at Turf Moor.
Burnley, who drew both legs of their Europa League qualifiers against Aberdeen and Istanbul Basaksehir, opened their domestic campaign with a goalless draw against Southampton at St Mary's
The hosts were punished were poor starts in both halves ahead of their trip to Greece on Thursday where they take on Olympiakos the Stadio Georgios Karaiskáki in a two-legged shoot-out for the group stages.
After three successive goalless draws it was perhaps unexpected that both teams had found the back of the net after just six minutes.
The Hornets, who had beaten Brighton 2-0 at Vicarage Road on the opening weekend of the campaign, went ahead after three minutes but had threatened beforehand after a lively start.
James Tarkowski had be on his toes to retreat back in to his six yard box to block Andre Gray's shot when a certain goal looked to be on the cards for the striker.
Unfortunately, nobody was as tight on the former Burnley forward when he ended Joe Hart's perfect start to life at Turf Moor.
The 27-year-old, who scored 24 times for Sean Dyche's side when winning the Championship title, ghosted in to the penalty area after trading passes with Troy Deeney and steered his team-mate's delivery inside the near post with a tidy first time finish.
The home side responded well to going behind and Craig Cathcart did well to take Matt Lowton's cross off the toes of Chris Wood.
Johann Berg Gudmundsson took the resulting set-piece and James Tarkowski towered above both Cathcart and Christian Kabasele to nod the ball past Ben Foster and score his first goal for the club.
That energetic start subsided afterwards, with the action balancing itself out, but it was the hosts who seemed the more likely to get their noses in front.
Gudmundsson's free kick required a smart save from Foster, who got across to his right hand upright to claw the ball out, after the Icelandic international had drawn the foul from Will Hughes.
Jeff Hendrick will regret not pulling the trigger at the first opportunity when Jack Cork's blocked attempt broke to him on the penalty spot but, with one half of Foster's goal visible, the Republic of Ireland delayed his shot and the chance went begging.
Javi Gracia's side were never out of it, though, and a strong hand from Hart was needed to keep out Deeney's effort from the edge of the box.
Burnley threatened once more before the half was up when Jose Holebas beat Aaron Lennon to Wood's cross, after Foster could only push the ball in to the six yard box, and Ashley Westwood drilled over the crossbar.
But the hosts started the second half as slowly as they'd opened the first, only this time the punishment was twice as detrimental.
Watford restored the lead in the 48th minute when Deeney's run was untraced and the striker, who had just seen a shot blocked by Ben Mee, collected Abdoulaye Doucoure's pass inside the box and slotted the ball past Hart with the outside of his boot.
It went from bad to worse for the Clarets three minutes later when Matt Lowton's dangerous crossfield pass was cut out by Will Hughes and the midfielder took a couple of touches before thumping the ball past Hart from 20 yards out.
Ashley Barnes and Sam Vokes were introduced, with Wood and Hendrick making way, and it was the Welshman who almost emulated the impact he had against the Hornets last season.
The forward, who equalised just seconds after his introduction in Hertfordshire, won Gudmundsson's free kick with his first touch this time around but his header kissed the outside of the post.
The away side almost added to their lead in the closing stages when Hart couldn't keep hold of substitute Ken Sema's effort but the goalkeeper reacted quickly to smother Deeney's follow up.
Mee hooked the ball over the crossbar in time added on from another Gudmundsson delivery but the game was gone.