Promotion-chasing Watford stunned the Reds twice in the opening 45 minutes, Igahlo's 4th minute strike coming after Chris Burke had missed a clear early chance and then Connolly snuffing out a fightback when he made it 2-0 just before the break.
Things got worse for Forest when Kelvin Wilson was sent off on the hour mark but the spirited hosts got a lifeline when Gary Gardner halved the arrears.
Dougie Freedman's side pushed hard for an equaliser but Watford secured all three points when Abdi netted on 87 minutes.
20,723 watched the action at the City Ground.