Brentford claimed all three points thanks to set-piece goals from Christian Nørgaard and Pontus Jansson, either side of Emmanuel Dennis' equalising strike.
Frank said, "I think in the first half, we were better than Watford. Second half, Watford had momentum and were better than us. But to score in the end is a fantastic feeling."
The Dane, however, felt Christian Eriksen was off his game on the day.
He added: "To be fair, I don't think he was that good today.
"There were a few times he didn't do better - a solid game but more to come from him."
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