Watford dominated the game but were undone by a late goal from Thomas Ince and Zola admitted afterwards that his side must be more clinical in the future.
"We must be more ruthless. We have shown we can be this season; to not score today, though, is amazing. The goalkeeper has made some brilliant saves and we have also not taken our moments when they occurred," he told the club's official website.
"I cannot express my feelings any stronger than to say I am very, very disappointed with the result - as I am sure are all the players and all of our supporters who have come a long way to cheer us on.
"Today is a lesson for us. We accept that a good goal has been scored against us, but we know we should have won this match before half time."
Watford host Charlton Athletic in the Championship on September 14.