Abdi has not played since August and has been close to a recovery on a couple of occasions, but Zola said that there is currently no date for a return.
"Abdi has had a little setback this week which is disappointing," Zola told the Watford Observer.
"To be honest if you ask me when he will be back now then I won't be able to say when. We hope it will be soon because he is an important player to us."
Watford are currently seventh in the Championship.