On a professional circuit which has the reputation of sometimes being a bit cold and unwelcoming, Watson and doubles partner Broady will support each other from the stands if they are at the same tournament.
"In Slovakia we sat and watched each other's singles matches on court," said Watson of the ITF tournament where they won the women's doubles last May. "That doesn't happen on the women's tour at all.
"We're so close with each other and she's one of my best friends; Naomi was the opponent in my first ever tennis match. I think I was eight years old and she was 10. Our families met there."
With a broad smile, she added: "I won, obviously." Broady, sitting alongside Watson in the players' lounge at the Edgbaston Priory Club, in Birmingham, was swift with her reply: "She's lying, I won -- Heather was smaller than the net and I was already six foot."
Whatever the score was back then, their exchange spoke volumes about their friendship and was typical of their conversation with ESPN as they looked forward to Wimbledon.
For players whose first priority is singles, world No. 109 Broady and Watson, who is seven places above her on the women's singles ladder, their mutual affection is remarkable; particularly given their rivalry for the British No. 2 spot and similar ambitions in such a frequently solitary sport.
"Our families get along well, too," said Broady. "Heather's mum often comes out to support me on court and mine does the same for Heather. They keep in contact outside of tournaments -- they love talking about tennis. Heather and I don't talk about tennis that much at all."
Watson, chuckling again, agreed, and the pair proceeded to reel off the subjects they prefer to discuss; things such as "boys, shopping, food."
There was pride in being able to consistently predict what eating choices the other would make. They weren't quite finishing each other's sentences but, Broady admitted, that might come if they spent more time together.
They laughed often and agreed on pretty much everything outside of the ribbing, but the friendship isn't quite deep enough to handle regular accommodation sharing on tour. They tried it at the US Open: "Heather snores too much so it doesn't work because I need a lot of sleep," said Broady.
It was not quite talking to tennis' version of the Arnold Schwarzenegger and Danny DeVito characters in the movie Twins; more, two particularly close sisters who don't suffer from sibling rivalry.
"We're competitive within ourselves but I don't ever think I don't want her to win a match," said Broady. "Especially at the moment, even though we are switching between GB No. 2 and No. 3. Unless Heather's on the other side of the net, then I want her to win."
The players put their friendship down to a "chemistry", something which allows them to spend time together watching different things, go out for meals or a night out, and be "brutally honest" with each other. "That's how relaxed we are," said Watson. "You don't have to make effort -- like in being polite or any of that stuff."
Their frankness isn't restricted to life off the court, either. "We're not afraid to tell the other one if they're doing something wrong," said Broady. "Often in doubles you can see what your partner or opponent is doing consistently, but you don't always see yourself and we're more than happy to let each other know.
"It's much more enjoyable for me playing with Heather because you are not bothered to be polite, you don't have to apologise when you make mistakes. We can just get on with it. We're tough, but we do it to help each other out and win the match."
They share the odd joke on court, too, and enjoy the chance to let off some steam. They just haven't been at too many of the same tournaments to have more fun together in doubles, with only two tournaments entered as a pair in 2017.
"We were frustrated to not get further at Wimbledon. We lost to a really good team but we were gutted not to go on, so we'll see this year.""Naomi Broady
"We've made a final already and we haven't played that much," said Broady. "It's really down to the draw in doubles and I definitely think we can win a WTA event.
"We were frustrated to not get further at Wimbledon. We lost to a really good team but we were gutted not to go on, so we'll see this year."
Watson and Broady have kept a picture from when they met as children because the difference in their sizes has always made them smile. Nearly two decades later, getting together still brings them a lot of happiness.
And on the tough professional tennis circuit, that's no bad thing.