Millwall came into the game having lost both of their opening two league matches at The Den without scoring a goal.
But the Lions fans did not have to wait long for them to open their account, with the number 10 doing so in style.
Formose Mendy brought down Derek Mazou-Sacko on the edge of the area and 23-year-old Neghli showed finesse and precision to lift the ball up and over the wall and drop it just under the crossbar, beyond the dive of Selvik.
The Norwegian goalkeeper collided with the post in trying to save the strike and required treatment. After initially playing on, he did not emerge for the second half and was replaced by Nathan Baxter.
Despite having more of the ball after the break, Watford did not particularly test Benda in the Millwall goal, with Josh Coburn coming closest at the other end when he fired over from six yards.
Nestory Irankunda's fierce drive from distance finally drew a strong stop from Benda towards the end.
At the other end of the pitch, Langstaff could not believe referee Josh Smith did not point to the spot when he appeared to be bundled over in the box by Kevin Keben after running beyond the Cameroonian defender.
Millwall sat deep as the clock ticked on but still Watford struggled to truly trouble Benda until the very last minute of normal time.
Substitute Kjerrumgaard's instinctive effort from a corner was destined for the bottom corner but Benda stood tall to keep it out to leave Paulo Pezzolano's Hornets outside the relegation zone only by virtue of goal difference.