Grimsby made a good show of getting back on terms when they dominated exchanges after the interval, but despite their enthusiastic and sustained attacks they were unable to create many opportunities.
Watford had started well with Dominic Foley and Neil Cox clearing the target from good positions.
Then after 12 minutes Watford took the lead when a Neal Ardley corner was headed on at the near post and Town defender George Santos headed back across the face of the goal.
Cox then steered the ball into the path of Foley who beat keeper Danny Coyne with an angled shot.
Grimsby looked to conjure an equaliser and Santos went close when he hooked a shot just wide of the post and then Stacey Coldicott sent the ball just adrift of the target when he latched on to a half clearance.
Watford finished the half quite strongly with Stephen Glass sending in a shot which Coyne did well to save after Cox had touched the ball on.
Next Foley headed wide when he met a Lloyd Doyley cross.
Early in the second half Watford should have made it safe but Danny Webber missed the first of a succession of chances to come his way. Glass sent him clear, but Webber delayed his shot allowing Darren Barnard to get back to block.
Grimsby then made the running and there was a loud appeal amongst the visiting ranks for a penalty when Steve Kabba went down under challenge from Cox, but the referee would have none of it.
Watford had another scare when a corner by Terry Cooke was sent goalwards by Santos and Alec Chamberlain managed to read a deflection by Kabba to claim the ball.
Watford made some telling breaks but failed to finish them. Webber set up Jamie Hand who fired wide of the near post but then, in the next attack, Webber opted for an improbable shot which was blocked when substitute Paulo Vernazza was free to his right.
Substitute Smith chipped over, but Watford finally gained the relief they needed in injury time when Allen Nielsen slipped the ball back for Hand to send Smith clear and the striker made no mistake in beating the stranded Coyne.