Abdi - who was named player of the year at Vicarage Road last term and made his move from Udinese permanent ahead of the new campaign - last featured on August 31 when the Hornets lost 1-0 at Blackpool.
The 27-year-old was set to return to action in mid-September before a recurrence of the injury caused sharp pains when the playmaker tried to twist or turn.
Due to the complexity of the injury the Watford medical staff are being patient with the player's recovery in a bid to avoid long-term problems, but boss Zola is eager to see Abdi back in action.
"Abdi has had a little setback this week which is disappointing," the Italian told the Watford Observer.
"To be honest if you ask me when he will be back now then I won't be able to say when.
"We hope it will be soon because he is an important player to us."
Abdi returned to training last week but again suffered pains in his foot, which ruled him out of Watford's 1-1 draw with Brighton at the Amex Stadium on Monday evening.