Tom Davies put the hosts ahead early on but Watford equalised before the break through King from close range.
King then struck twice inside six minutes before Emmanuel Dennis put the seal on an incredible comeback.
King later said "To be fair we went in at half-time and it was 1-1 and we felt we could at least get a draw. Even when Richarlison scored I had a feeling we would get something out of this game. When we scored the header the belief just grew in the team.
"For a striker it is confidence. I had a horrible season last season. Any striker when you start scoring gets confidence.
"We needed the win today. This is a great group with togetherness. This is a team sport and sometimes I won't score, sometimes I will. Any way I can contribute - goals or assists - I am happy.
"You have to bury the Liverpool game. They are on fire at the moment and probably the best team in the league along with Manchester City. This game was so important for us for our confidence. I think this game, especially second half will get us pushing.
"The manager has just come in, his second game in, and that was a good performance by the team."
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