Watford’s high press came close again to catching out the away side after the goal. João Pedro intercepted a low cross, playing in Dennis inside the box. The Nigerian’s flick landed at Tom Cleverley’s feet, whose shot couldn’t ripple the net.
Dennis had a vital chance to halve the deficit 20 minutes from time but couldn’t connect with the low ball. Femenía again drilled a delivery across goal, but the striker mistimed his effort.
After a dominant spell by the Gunners, Watford pulled a goal back. Sissoko, who had pressed tirelessly throughout, made a well-timed run in behind, poking a shot under the Arsenal goalkeeper to reduce arrears.
Debutant Samuel Kalu tested Ramsdale in added time as Watford fought for an equaliser, but the referee's whistle confirmed defeat for the hosts, who will look to bounce back against Wolverhampton Wanderers on Thursday night at Molineux.