Watford have won five away games in the league this season but have yet to pick up a point at a 'top six' side, suffering a 5-0 defeat against Liverpool at Anfield in their last outing.
They also lost 2-0 at Arsenal and 2-1 at Tottenham Hotspur.
Three of Watford's last four away games include trips to Manchester City, Manchester United and Chelsea.
"Obviously the one (improvement) would be trying to get some points on the board against the big teams away from home," Deeney told Watford's website https://www.watfordfc.com/teams/first-team/deeney-you-can-see-passion-and-desire.
"I think that's a clear one to try and address. And we've got the 'easy' task of playing Manchester City away this week, so let's try and make it there."
Watford, who visit league leaders City on Saturday, have 43 points and are set to finish in the top half of the table for the first time in the Premier League era.
Deeney said Javi Gracia's eighth-placed side would not take their foot off the gas as they look to finish seventh and potentially qualify for the Europa League.
"You can see the passion and the desire to win is there. People look at us and say we're on 40 points and we're comfortable, we're going to relax," Deeney, who is Watford's top scorer this season with eight league goals, added.
"But I think it shows with everyone coming off the bench you see that this team is keen to progress and wants to do more.
"We've shown character, I think that's never in question now. It's just about continuing to be consistent and trying to win more and more football matches."
(The story corrects league position to eighth in para eight.)
(Reporting by Rohith Nair in Bengaluru; Editing by Ken Ferris)
