The striker netted after 7.69 seconds — more than two seconds quicker than Ledley King managed for Tottenham in 2000 against Bradford.
As Cathcart attempted to launch the ball up field, Long charged it down and raced through before lifting it over Watford goalkeeper Ben Foster.
After conceding so early, Watford managed to score late. Andre Gray struck in the 90th minute to rescue a draw for the seventh-placed London club.
Southampton is now six points clear of Cardiff in the final relegation place with three games remaining.
Source: Fox Sports