The Dutch-born midfielder’s 20-yard free-kick bagged the Lions their first points at the Den this term having lost their first two matches against Middlesbrough and Wrexham without scoring.
It was a disappointing, ponderous display from Watford and their search for a first win on the road under their latest boss, Uruguayan Paulo Pezzolano, goes on.
The winner came in the ninth minute after Derek Mazou-Sacko, making his league debut, was brought down by new Hornets defender Nampalys Mendy on the edge of the box.
Algeria Under-23 international Neghli stepped up and curled a superb free-kick over the wall and underneath Egil Selvik’s crossbar.
It was not exactly a rocket into the top corner but Norwegian keeper Selvik still got nowhere near it and instead ended up banging his head on the far post.
Selvik was allowed to continue after receiving treatment, but he was replaced at half-time with Nathan Baxter sent on.
Millwall should have had a second when Marc Bola made an almighty mess of a headed clearance and Ryan Leonard fizzed in a low cross from the right, but Josh Coburn lifted his finish over the bar from six yards out.
Coburn then just failed to get a toe on a cross from Joe Bryan and, from the corner, Lions skipper Jake Cooper headed wide.
For Watford, captain Imran Louza – back from a three-match ban – had their only first-half shot on target, a 20-yard effort which was well dealt with by home keeper Steven Benda.
Millwall’s Camiel Neghli and Watford’s Hector Kyprianou battle for the ball (Bradley Collyer/PA)
The Lions see out narrow victory
Neghli had the first sight of goal in the second half but this time his shot flew over the top.
Will Smallbone, on as a sub for Millwall after joining on loan from Southampton, almost set up a second after dispossessing Caleb Wiley and squaring the ball for Thierno Ballo, but the Austrian’s shot was straight at Baxter.
Watford went close 10 minutes from time when Nestory Irankunda’s long-range drive forced a save from Benda and Wiley skied the rebound.
Millwall were screaming for a penalty late on when Macaulay Langstaff was pulled back by Kevin Keben but their appeals were waved away.
They were almost pegged back in the final minute when Luca Kjerrumgaard prodded a corner goalwards but Benda stuck out a leg to save on the line.
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