The wing-back showed no sign of having been sidelined for four weeks with a back problem as he covered the yards down the right-hand side, helping out the Hornets' three-man defence while giving Birmingham left-back Paul Robinson a torrid afternoon.
Man of the match Anya provided the assists for both of Troy Deeney's goals while also netting Watford's second himself after a mazy run and powerful finish through England goalkeeper Jack Butland.
The Granada loanee, who was withdrawn late on with a touch of cramp, said: "I've had a month out, and obviously in the wing-back role you have to be up and down which is hard. But I feel good.
"I'm happy just to help the team in any way I can. It was great day for me personally with the goal and the assists.
"I'm just happy that we won and everyone associated with the club goes away happy."