Watford had their stall set out for a draw and frustrated the home side who were at least willing to go forward, even if their play didn't bring them a lot of chances.
With 90 minutes up on the clock it looked like the Hornets had done enough to take a point home, but Jordan Rhodes was given a chance deep into injury time and he took it.
The Watford chief told reporters: "I honestly couldn't see them (Blackburn) scoring because they were not causing any particular problems to our defence so I thought the game was gone.
"But you have teams that never give up until the end so you can't say the game is gone.
He added: "I can't classify it as a fortunate goal. With no disrespect towards Rhodes who scored a good goal, but probably towards the end we started to defend too deep and when you do that, you know it's always a risk."