Watson saw his Salford side miss out to Leeds Rhinos following Luke Gale’s late drop goal at Wembley in the autumn.
Following losses to Hull FC and Catalans Dragons, he is still waiting for a maiden win with Huddersfield since switching clubs in November.
Watson hopes that will come in the Cup tomorrow against a Leigh side also awaiting their first victory since being promoted.
“There was a massive feeling of disappointment,” he said, recollecting the Wembley loss with Salford. “We’d learned how to deal with big games but the final itself was a different level and different experience.
“We (Salford) just came up short right at the end when we had an opportunity to win it and we bombed it. That will hurt us for a while. You want to go there every year and reach the Grand Final, but it takes time to build that type of consistency.
“The first step we (Giants) need to worry about is Leigh this weekend; we have to deal with what’s in front of us at this moment.”
Watson hopes to Jack Ashworth his debut as England second-row Joe Greenwood starts a three-game ban.
On Leigh, he added: “We’re expecting a physical encounter.
“You’ve seen the way they started against Wigan. They bring something different coming from the Championship, which is a very physical league.
“Leigh will turn up. So we know we need to be good.”
“So we know we need to be good.
“Leigh will turn up. They have players who have been in big games like Benny Flower and Iain Thornley.
“They’ve got Nathan Peats, who’s come from the NRL, played State of Origin and will probably make his debut.
“So we know we need to be good. We’re moving in the right direction.”