The heavy loss at Vicarage Road was their first competitive loss for over five months and the 34-year-old says they need to show their character against Wigan this weekend.
"It's a good and valuable lesson," he told the club's official website. "Unlike last season, we are going to go to tough places where we aren't going to roll teams over every week.
"Something we didn't do particularly well last season was to bounce back from adversity quick enough and we are going to have to put that right this season.
"We can't expect to come to places like Watford, who were minutes away from a penalty shootout to get to the Premier League last season let's not forget, and win easily.
"This will be a valuable lesson as long as we learn from it quickly."