The Hornets scored twice in the first 20 minutes as they cruised to a comfortable victory, but Zola believes that there is still room for improvement.
"I was really pleased with the performance. We scored two goals, created plenty of opportunities and played plenty of good football," said the Italian.
"It is a pity we couldn't keep the same rhythm in the second half and we conceded too much space to Birmingham but that is understandable because Birmingham are a very good team.
"It is something for us to build towards in the future because once our physical condition is better then we will be able to perform like that for longer than 45 minutes."
Zola will now turn his attention to the League Cup, where his side host Bradford in the second round on Tuesday.