The Hornets have recorded back-to-back away victories but they have only kept one clean sheet this season and Zola has admitted that it is a statistic they need to improve on.
Zola told BBC Three Counties Radio: "It would be nice to win a game 1-0, but it is not in our DNA at the moment.
"We need to score many goals to win games. We are an offensive team, but we are trying to improve the stability."
Watford host Middlesbrough at Vicarage Road on Saturday.