The Senegal forward arrived on deadline day for £25million and has had to wait for his first start, but needed only 37 minutes to make his mark once he got it as he gave the Hornets the lead against the League One side.
Fine second-half goals from Daryl Janmaat and Adalberto Penaranda, both finding the top corner, made it a comfortable night for Javi Gracia, who would have been happy to avoid an upset given his side have lost their first three Premier League games of the campaign.
Only a goal for Danny Welbeck, also making his first start, would have made it a better night and he should have opened his account in the 18th minute but he blazed over while Roberto Pereyra brought a flying save out of Ben Wilson.
The breakthrough came eight minutes before the break as Sarr gave a glimpse of what he can bring as he showed lightning pace to race on to Isaac Success' defence-splitting through-ball and fire a low finish across goal into the bottom corner.
The Sky Blues, backed by 3,000 travelling fans, had a go immediately after the break, but the gulf in class soon told as Watford closed the game out.
Janmaat scored a screamer in the 56th minute as he cut inside and found the top corner and Penaranda picked out the same spot 13 minutes later with an even better effort, scorching an effort in from 25 yards.