WATFORD WENT down to a stoppage-time winner for the the second time in five days when the otherwise quiet Jordan Rhodes bagged in stoppage time.
The breakthrough should have come 10 minutes earlier when Colin Kazim-Richards stepped up from 12 yards, hitting the crossbar with a penalty awarded for handball.
Gianfranco Zola made three changes from the side which was defeat at Cardiff City on Tuesday night with two of those enforced.
Connor Smith came in for the suspended Nathaniel Chalobah whilst Jean Alain Fanchone was handed a debut in place of the suspended Daniel Pudil.
Up front Fernando Forestieri and Troy Deeney came in for Alex Geijo and Matej Vydra.
Eric Black, in caretaker charge of Rovers, brought Morten Gamst Pedersen and Ruben Rochina in for Martin Olsson and the injured David Dunn.
The hosts started by earning two corners off of debutant Fanchone in the opening couple of minutes. However, from the second corner Zola`s side broke with Yeates and Forestieri, the former seeing his shot blocked on the edge of the area by Dickson Etuhu.
There was momentary danger after a quarter of an hour when a Manuel Almunia clearance only reached Kazim-Richards who opted to shoot with Rhodes better placed.
A free-kick followed with Pedersen fouled, his delivery only failing to reach Grant Hanley at the far-post thanks to an important intervention from Tommie Hoban.
Jason Lowe tested Manuel Almunia when he struck a firm effort at the Spaniard in the 27th minute.
Fanchone had a good chance for the Hornets when his right-footed shot was deflected over the crossbar whilst Yeates saw his free-kick wasted when he struck the wall.
Watford started the second period purposefully, Fitz Hall creating enough space to drill a low cross in which Hoban nearly connected with at the near-post.
Fanchone had another chance 19 minutes into the second half, collecting a short free-kick and driving low into the near-post when a far-post delivery would have proved more dangerous.
Kazim-Richard`s was denied in the 657h minute when he met Olsson`s cross, glancing his effort straight into the palms of Almunia.
Rovers created another chance from a cross when Rhodes flicked a header over from another Olsson cross, the striker`s first real chance of the game.
In the 77th minute Blackburn won a penalty when Hoban handled the ball just inside the area as he blocked Rhodes` shot. Kazim-Richards stepped up and slipped slightly as he struck the ball, hitting the bar before the ball ended up on the roof of the net, much to Watford`s relief.
Blackburn dug out another opportunity through Olsson, who found Nuno Gomes with a cross, the Portuguese dummying for Rochina to thrash over.
Scott Dann did well to deny Deeney with a handful of minutes left on the clock after substitute Cristian Battacchio had fed the forward in.
In injury-time a shot from the edge of the area fell to Rhodes inside the area and the predatory forward controlled instantly and finished the win the tie for Rovers.
Blackburn Rovers: Robinson; Orr, Dann, Hanley, Givet (Martin Olsson); Kazim-Richards, Lowe (Murphy), Etuhu, Pedersen (Gomes); Rochina & Rhodes.
Substitutes: Kean (GK), Formica, R. Hanley & Rosado.
Watford: Almunia (c); Hoban, Hall, Doyley; Cassetti, Yeates (Battocchio), Hogg, Smith, Fanchone (Ekstrand); Deeney & Forestieri (Geijo).
Substitutes: Bond (GK), Murray, Vydra & Anya.
Attendance: 13 233
Referee: Mr C Boyeson.