Williamson's deflected volley was enough to settle a dour encounter, and left United with just one point from their opening two league fixtures.
Michael Tonge twice went close with drives as Bryan Robson's team pressed for an equaliser, but to no avail.
Sheffield United manager Bryan Robson:
"I said in the dressing room at half-time that I wanted more urgency from my three forwards.
"But we did not improve at all after doing quite well in the first half, and we started slowly after the break.
"I was disappointed, because the frontmen let themselves down, and I expect more from them."
Watford: Poom, Doyley, DeMerit, Shittu, Stewart, McAnuff, Mahon, Williamson, Smith (Kabba 79), King, Henderson.
Subs Not Used: Lee, Hoskins, Mariappa, Priskin.
Booked: Kabba.
Goals: Williamson 56.
Sheff Utd: Kenny, Morgan, Kilgallon, Bromby, Armstrong, Stead (Geary 73), Montgomery, Tonge, Gillespie, Webber (Shelton 78), Beattie.
Subs Not Used: Bennett, Alan Quinn, Leigertwood.
Att: 16,414.
Ref: Andre Marriner (W Midlands).
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