Grant Holt scored early in the second half on his competitive debut for the Latics after Ben Watson broke the deadlock in the first period.
Andrew Johnson marked his return from lengthy injury lay-off by netting his first goal for 21 months.
Having suffered cruciate ligament damage in just his third game for the club, the 32-year-old former England international could only watch on helplessly as the west Londoners were relegated last season.
Johnson returned to the fold and impressed as Harry Redknapp's side got life back in the second tier off to a promising start.
The hosts, including former captain Joey Barton for the first time in 447 days, showed a steely determination rarely seen during their tumultuous two-year stay in the Premier League, refusing to crumble after impressive debutant Atdhe Nuhiu gave Wednesday an early lead.
Nedum Onuoha drew QPR level in the 40th minute when he directed home a Junior Hoilett strike, before Johnson netted his first goal since November 2011 three minutes later.
Substitute Jacques Maghoma rattled the post as Wednesday pushed for a leveller but QPR held firm to pick up their first win since March 9.
Talk in the build-up surrounded QPR's surprise inclusion of Barton - his first appearance for the club since an infamous violent outburst at Manchester City on the last day of the 2011/12 season.
Barton spent last term on loan at Marseille and declared in May he would never play in the Championship.
Ed Upson's late strike gave Yeovil their first-ever win in the second tier of English football as they edged past Millwall 1-0 at The Den.
Gary Johnson's men were made to work hard for their three points as Millwall's new-look strike force of Andy Keogh and the returning Steve Morison, along with winger James Henry, all had chances to win the game.
But Yeovil stood firm and nicked the result at the death through midfielder Upson.
The visitors had their goalkeeper Marek Stech to thank for making a number of important saves to keep their side in the game before Upson chanced his luck with just three minutes remaining.
Earlier this year, Deeney was twice on the mark in a 4-0 win against the Blues and here he scored a vital early winner against his boyhood club to give the Hornets a perfect start to the new campaign.
The confidence he displayed in notching his first-half goal highlighted why he is one of the most dangerous strikers in the division.
Hornets manager Gianfranco Zola seemingly has his team in fine shape as they aim to build upon last season's impressive form.
Birmingham, on the other hand, were a little disjointed in their 1,000th home game in the second tier of League football, although they displayed a lot of spirit in the second half when they were unsuccessful in their bid to snatch a point.
Nottingham Forest netted just their second goal in seven opening day fixtures to start their campaign with a closely-fought 1-0 win over Huddersfield.
James Vaughan twice came close to netting for the visitors, but Mark Robins' side - who had scored in nine of their last 10 opening day games - could not find a way through.
Forest's team included the rejuvenated Matt Derbyshire, a striker who had started only eight games for the club in the past two seasons.
He had enjoyed a prolific pre-season, scoring four goals, to play his way back into a starting line-up that included three of Forest's eight summer additions.
Jack Hobbs, signed from Hull, and former Aston Villa defender Eric Lichaj were included in a new look back four, while Jamie Mackie, brought in from QPR, was included in a fluid Forest attack.
Huddersfield also included three of their own eight summer additions, with Martin Paterson, the former Burnley player, playing just off Vaughan, who had seen last season's loan move from Norwich made permanent. Jonathan Hogg was included in midfield after signing from Watford.
Star striker Lewis Grabban scored twice to inspire Bournemouth to a 2-1 opening-day victory over 10-man Charlton.
Grabban, 25, found the back of the net either side of a stunning Yann Kermorgant scissor-kick to give the Cherries all three points on their return to the second tier of English football.
Things got worse for Charlton when Bradley Pritchard saw red late on for Chris Powell's side after a two-footed lunge on substitute Ryan Fraser.
Reading made a winning start in their bid to return straight back into the Premier League by coming from behind to beat Ipswich 2-1 at the Madejski Stadium.
The victory was the first time Reading had won their opening game of the season since 2006.
Former Reading man Jay Tabb gave Ipswich a 16th-minute lead but Adam Le Fondre put Reading level a minute before half-time.
With 16 minutes to go Danny Guthrie scored the winner with a spectacular solo goal. The midfielder was all on his own midway into the Ipswich half and beat Scott Loach with a fierce effort which went over the keeper's head.
Leicester came from behind to beat Middlesbrough 2-1 in an entertaining contest at the Riverside.
Leeds' first million-pound player in eight years made an immediate impression on his new club as Luke Murphy scored a 94th-minute winner to see off Brighton in a 2-1 win at a sold-out Elland Road.
The 23-year-old midfielder joined United from Crewe last month and his seven-figure fee - the first time the club have paid such an amount for a player since they signed Richard Cresswell in 2005 - has installed him as a beacon of hope to Leeds' fans.
On a day which saw them celebrate the start of an advertised new era following the summer ousting of controversial former chairman Ken Bates, it was perhaps fitting for them that Murphy should make a late run into the box and down last season's play-off semi-finalists.
And Blackpool ensured Doncaster could not make it three wins for the three promoted sides as Tom Ince scored the clinching goal in a 3-1 away success.