The former Ajax youth player considers the Hornets' 2-0 setback against relegation rivals West Ham as a caution against complacency.
Watford were totally outclassed by the Hammers in a morale-sapping defeat at the London Stadium.
Zeegelaar admitted Watford had a subpar showing and also stated that it was more unacceptable against West Ham who are in a bit of a bind themselves.
"Of course it is very disappointing and it always is when you lose. We needed the points and we didn't do enough to get them," he said.
"That (West Ham's position) makes it worse and we shouldn't lose these games. When we lose they get closer to is and it wasn't a good game.
"It brings us back down to earth again and it is a reminder that we have to get points as soon possible."