The 19-year-old from Sierra Leone will attend a Home Office hearing that will decide whether he can remain in Britain, having originally arrived in this country as an asylum seeker.
Bangura's advisor, Tony Finnigan, told Sky Sports: "We have had two hearings and will go back for another in the coming weeks.
"We cannot believe this is even happening. We are optimistic as on the merits of the case he will stay, but you can never guarantee it.
"Watford are totally in support of Al. We are just hopeful that common sense will prevail."
Bangura has scored once in 66 appearances to date for the Hornets, but he has featured just four times so far this season.