Mike Williamson and Scott Severin saved Watford from humiliation with two extra time goals to send the Championship side through at the expense of League Two Barnet at Underhill.
Although Watford had the first chance when skipper Williamson saw a close-range effort blocked, it was the hosts who shaded the first half.
Their best chance came after half an hour when Albert Jarrett's corner picked out Albert Adomah at the far post but he could only fire over from six yards to keep the tie goalless at the break.
Watford could have taken the lead with 20 minutes to go but Tommy Smith's effort was ruled out for offside before Jobi McAnuff missed a great chance when he headed wide from close range.
But Lee kept the visitors in it with a magnificent save, tipping Adomah's drive round the post to send the game into extra time.
And in stoppage time at the end of the first period, Williamson buried McAnuff's cross before Severin's drive squirmed home.
Teams
Barnet Cole, O'Neill (Devera 106), Yakubu, Leach, Gillet,Adomah, Hughes (Charles 112), Micah Hyde, Jarrett,Bolasie (Jake Hyde 81), Furlong.
Subs Not Used: Carpenter, Deverdics, Hart, Deen.
Booked: Furlong, O'Neill.
Watford Lee, Hodson (Harley 89), Mariappa, Williamson, Doyley,McAnuff (Brooks 110), Graham, Severin, Eustace,Cowie (Ellington 62), Smith.
Subs Not Used: North, Travner, Hoskins, Bryan.
Booked: Hodson.
Goals: Williamson 105, Severin 120.
After Extra Time
Att: 3,139
Ref: Steve Cook (Surrey).