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.
Premier League: West Ham United take big step towards safety with win over Watford in relegation battle
The result leaves Watford just three points above the relegation zone, and facing daunting remaining matches against Manchester City and Arsenal.
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: Liverpool drop points at home for the first time in season; Norwich City relegated after 4-0 loss to West Ham
Liverpool were held to a 1-1 draw by Burnley at the Anfield while Norwich City became the first team this season after a 4-0 hammering at the hands of West Ham.
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: Club heads approve contact training as season nears restart but fear lingers among certain players
Some players still have reservations about playing — particularly at Watford, which is a place above the relegation zone.
Premier League: Watford's Troy Deeney says his family suffered abuse after he declined to return to training
Watford striker Troy Deeney says his family has suffered personal and online abuse after his decision of not returning to training last week.
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: Chelsea's N'Golo Kante prepared to miss rest of Premier League season due to COVID-19 concerns, say reports
Chelsea midfielder N’Golo Kante is prepared to sit out the remainder of the Premier League season, if it resumes, after expressing concerns over returning to training, British media have reported
Coronavirus Outbreak: Positive COVID-19 test was 'big surprise' for Watford defender Adrian Mariappa
Mariappa, who will have to self-isolate for seven days in line with Premier League guidelines, said he was in the best shape of his career and looking forward to returning to training.
Premier League: Watford captain Troy Deeney won't resume training out of concern for family's well being
Troy Deeney said, 'My son is five months and he’s had breathing difficulties. I don’t want to come home to put him in more danger.'
Coronavirus Outbreak: Watford's Troy Deeney raises concerns about Premier League's plans to restart campaign
Watford skipper Troy Deeney says he will put his family’s health before football and has raised concerns about the Premier League’s plans to restart the campaign disrupted by COVID-19.
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
FA Cup 2018-19: Domestic treble-chasing Manchester City start as favourites against defensively porous Watford
Manchester City are on the brink of a domestic treble while their opponents Watford are on a downward slope after a positive start to the campaign.
Premier League: Manchester United's top-four hopes take a hit with defeat against Wolves; Fulham's relegation confirmed
Ashley Young's needless dismissal and Chris Smalling's farcical own goal sent Manchester United crashing to a damaging 2-1 defeat against Wolves on Tuesday.
Premier League: Watford need to secure more points against top teams in run for best-ever finish, says captain Troy Deeney
Watford, who visit league leaders City on Saturday, have 43 points and are set to finish in the top half of the table for the first time in the Premier League era
Premier League: Gerard Deulofeu nets first ever hat-trick in English football to help Watford rout Cardiff City
Gerard Deulofeu's first hat-trick in English football saw Watford stroll to a 5-1 victory at Cardiff on Friday and climb to seventh place in the Premier League.