A 4-0 defeat by Manchester City dropped Watford into the bottom three and a 3-2 loss at Arsenal on Sunday sealed their fate.
Deeney also said that the timing of manager Nigel Pearson’s dismissal caught him off guard.
Watford have struggled since the restart of the season and sit one place and three points above the drop zone with two games left, prompting the club to part ways with Pearson.
Pearson is the third manager sacked by Watford this season.
Premier League: Troy Deeney keen to be part of Watford's fight for survival despite knee issue, says Nigel Pearson
Troy Deeney, who underwent knee surgery at the start of the 2019-20 season, has featured in every match since the restart and has committed himself to helping his team fight for Premier League survival.
Premier League: Watford will treat match against us like a 'cup final', says Newcastle United boss Steve Bruce
Watford, 17th, are three points above the relegation zone after Tuesday’s 2-1 win over Norwich City and play West Ham United, Manchester City and Arsenal in their remaining games aside from Saturday's clash against Newcastle United.
Saturday’s 3-0 defeat at Chelsea was Watford’s third in as many matches, leaving the Hornets one point above the relegation zone with five matches remaining
Premier League: Watford trio left out of squad for Southampton clash for breaching coronavirus lockdown rules
Andre Gray, Nathaniel Chalobah and Domingos Quina have been left out of the Watford squad for the Southampton clash as a healthy precautionary measure.
Watford manager Nigel Pearson has galvanised the club since he took charge in December and has transformed the Premier League side into an efficient counter-attacking team, Leicester City boss Brendan Rodgers said on Thursday.
Watford goalkeeper Ben Foster has signed a new two-year contract to extend his stay at Vicarage Road, the Premier League club announced on Tuesday.
Coronavirus Outbreak: Two more players from Premier League club Watford self-isolate after families infected
The unnamed pair join Watford defender Adrian Mariappa and two staff who went into isolation this week after they tested positive in the English Premier League's first round of testing.
Coronavirus Outbreak: Rushed Premier League return could put lives at risk, fears Watford manager Nigel Pearson
Watford manager Nigel Pearson has warned that players lives could be in danger if the Premier League returns too soon during the COVID-19 pandemic.
Deulofeu is heading for surgery after scans confirmed a ruptured anterior cruciate ligament and torn meniscus in the first half of Saturday’s game against the league leaders.
Liverpool’s unbeaten run of success in this season’s Premier League was ended in unfathomable fashion on Saturday as struggling Watford hammered the European champions 3-0
Failing to beat relegation-threatened Watford is another blow to Tottenham's hopes of qualifying for the Champions League after reaching last season's final
Liverpool forward Mohamed Salah kept up his scoring streak against Watford with a brace as the Premier League leaders sealed a 2-0 victory over the bottom club at Anfield on Saturday.
Premier League: 'We’ll have to find a good run of results at some point,' says Watford manager Nigel Pearson
Pearson faces a stern test in his first game in charge at unbeaten league leaders Liverpool on Saturday, followed by a home match against a resurgent Manchester United
Premier League: Watford appoint former Leicester City manager Nigel Pearson as new head coach until the end of season
Former Leicester City manager Pearson is the Watford’s third manager this season after Flores was dismissed on Sunday and his predecessor Javi Gracia was fired in September.
Shakespeare was appointed as an interim manager after Leicester bosses sacked manager Claudio Ranieri who led Leicester City to Premier League glory.