Marco Silva's Watford revolution suffered an early blow as the 10-man Hornets were dumped out of the EFL Cup by Bristol City in the second round.
Watford have four points from their opening two Premier League matches this season but they could not extend that unbeaten run as their Championship visitors recorded a 3-2 win at Vicarage Road.
Silva's side - who had Jose Holebas sent off late on - were the only top-flight club beaten on Tuesday, the other six in action all going through - although Swansea City and Bournemouth were given scares.
Having fallen a goal behind to MK Dons, Swansea needed a Leroy Fer double, Tammy Abraham's first for the club and a late Jordan Ayew strike to complete a 4-1 win.
Bournemouth were also behind at Birmingham City but Eddie Howe's men turned it around in the second half to win 2-1 thanks to Ryan Fraser and Marc Pugh.
Things were much more straightforward for Crystal Palace, West Brom, Leicester City and Brighton and Hove Albion, who all progress to round three.
Watford were not the only surprise casualties, though, as Fulham were beaten 1-0 by Bristol Rovers and Hull City slipped to a 2-0 loss away to Doncaster Rovers.
Early Championship leaders Cardiff City are also out, as Nigel Clough's Burton Albion enjoyed a 2-1 win in south Wales.