Watford came back though, three goals in the opening 32 mins of the second half had seene the game turned on it's head.
Danny Graham started the recovery before a double from the returning Heidar Helgusson put Watford in control.
Incredibly the action wasn't over and Danny N'Guessan headed an equaliser in injury time to sned the Leicester fans hame happier than their home counterparts.
With no Carling Cup action this week Watford can prepare for Saturday's trip to Brendan Rodgers' Reading.