The Hornets wanted a penalty in the first half at Vicarage Road when Troy Deeney was brought down in the area, but the appeals were waved away.
"It was one of those days that has been made like it is by one man on the pitch today - and he wasn't wearing a yellow or an orange shirt," Zola told Sky Sports News.
"They worked very hard and they deserved something more on the pitch. The reason they didn't get it was because of him.
"He had a very poor day and he had two opportunities. He had the opportunity towards the end to at least make up a little bit for his bad day and he didn't do that and I feel furious about it."