Watford boss Claudio Ranieri, who guided Leicester to their only league title against overwhelming odds in 2015-16, was given a warm welcome by the home fans but he was in for a cold afternoon as his former striker Jamie Vardy scored twice.
The win takes Leicester up to provisional ninth place on 18 points from 13 games, while Watford stay 16th on 13 points.
The match began in relatively clear conditions and Leicester took an early lead from a Watford error when William Troost-Ekong ducked under a long ball, allowing Leicester's James Maddison to sneak in behind and beat goalkeeper Daniel Bachmann.
But as the snowfall got heavier, Vardy fired the home side ahead with two goals in eight minutes, both created by Maddison, first chipping the onrushing Bachmann before cleverly heading home from the near post at a corner kick.
"It is different [the weather], you see with the ref having to stop it. These are things you have to deal with. You have to stay professional and we did that," Vardy told Sky Sports.
"At one point their keeper was trying to get it called off with the ref but pitches have the under-soil heating and we weren't worried."
A blanket of snow turned the lush green pitch white in the second half and as the visibility fell Dennis nicked the ball off a back-tracking Timothy Castagne on the hour mark to go one-on-one with Schmeichel, making it 3-2 with a controlled finish.
King said Watford lost to a side that showed more determination but the Norwegian striker complained about the snowfall, which forced the referee to stop the game in the second half so groundstaff could clear snow off the lines.
"Horrible to play in, you have snow on your boot and feel heavy," King said. "I haven't witnessed a game like that before. I couldn't see anything but it is the same for both sides."