Discovered by a Watford scout playing for Chertsey Town Youth in 2004, Bangura joined "the Hornets" youth set-up, and made his debut in a 1–0 win over Stoke City at the Britannia Stadium in April 2005, coming on for the injured Gavin Mahon after 30 minutes. Bangura started the following game against West Ham United, on the final day of the 2004–05 season. In the 2005–06 season he was a regular in the Watford side, making 40 appearances in all competitions. His first goal for "the Hornets", was a 90th-minute equaliser in a 2–2 draw against Derby County at Vicarage Road in March 2006. At the end of the season he won the club's Young Player of the year award.