Watford went close to taking a second-minute lead but Tom Heaton was on hand to make a fine save with his boot as he kept Troy Deeney’s low strike out.
The Hornets dominated the opening exchanges, with Gerard Deulofeu and Ken Sema going close to breaking the deadlock while at the other end James Tarkowski headed the impressive Dwight McNeil’s cross wide.
The home team’s Kiko Femenia lashed an ambitious effort high and wide but the Clarets went close to taking the lead in the 28th minute when Ben Foster had to be alert to keep Ashley Barnes’ header out.
Barnes then contrived to miss the target when it seemed easier to score while at the other end Deulofeu’s shot drifted wide.
The visitors wasted three more opportunities to take the lead at the start of the second period, with Phil Bardsley going close after being set up by Jeff Hendrick before Hendrick was denied by Foster.
McNeil then blasted the ball over the bar when more composure was needed while at the other end Heaton had to be alert to stop Tarkowski turning the ball into his own net.
Heaton dived to save Tom Cleverley’s half-volley and Chris Wood was adjudged to be offside in stoppage time when he tapped in the rebound after Foster had parried McNeil’s effort as the match ended all square.