The Hornets boss felt his side should have been awarded two penalties, when Troy Deeney tumbled in the area before half-time and when Danny Shittu appeared to handle the ball following the break.
But referee James Linington was unmoved and a goal from Shaun Batt six minutes before time secured the win for the hosts.
Zola said: "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."
Zola added: "Defeat was very hard to take. We paid because we were not as clinical as we normally are, our finishing was very poor and that was the difference as we created enough to win two games.
"It looks like the play-offs for us, although the maths don't say that yet.
"But if it is the play-offs we will play them with confidence because it's been a great season for us."