The pair won the FA Cup together for Chelsea.
He told the Guardian: "You know I speak a lot to Roberto [Di Matteo]. We have that relationship where we keep in touch. It's amazing what he did last season at Chelsea. He was fired at West Brom. He then got this short opportunity at Chelsea late last season and no one gave Roberto a chance.
"Chelsea was going down in the league but all of a sudden they won the FA Cup. They won the Champions League. Incredible. That sums up football. It is so unpredictable. That's the crazy magic of football. So as a manager you need a very good balance as a person because it will test you a lot. We are being challenged here, at Watford, but I think we will pass the test."