Zola told reporters: "We had two clear penalties not given. One when a header was stopped with a hand, and one on Troy Deeney in the first half.
"And it's not the first time it's happened. It looks like they are enjoying themselves when they do not give us anything.
"It's not the first time and we are missing points that would have made a big difference. It's game after game."
Watford are now six points behind second-placed Hull City in the Championship with just three games to play this season.