The Italian is thought to be hanging on to his job at Stamford Bridge following a campaign that saw the Blues miss out on a top-four spot in the Premier League.
Zola wants to see the uncertainty end one way or another, telling Sky Sports News: "It's very difficult to say. There have been a lot of issues. For me, it's sad because he's a manager who has done well.
"It's not healthy. The Premier League is such a competitive league and everything on the inside at a club needs to be spot on. It's a pity, because I repeat, Antonio is a very good manager."
Napoli boss Maurizio Sarri is considered the leading contender to take over at Stamford Bridge if Conte is dismissed.