Italian side Napoli.
Zuniga can play in either full-back position and has 62 caps for his country.
The 30-year-old joined Napoli in 2009 from Siena, and played for four years under new Watford boss Walter Mazzarri.
He is the Premier League club's fourth summer signing, following centre-back Christian Kabasele, striker Jerome Sinclair and record buy Isaac Success.
Zuniga played four times for Colombia at the 2014 World Cup, and it was his challenge that
caused Brazil forward Neymar to miss the 7-1 semi-final defeat by Germany.
The defender has appeared 125 times for Napoli during seven years at the Serie A club and spent a short spell on loan at Bologna at the start of 2016.