The two sides are jostling for automatic promotion behind Championship leaders Cardiff and, having lost three games in a row, another loss might have been terminal for the Hornets' hopes of going up without having to rely on the play-offs.
But a nervy contest went Watford's way, thanks to a fine goal from Troy Deeney, who fired home from just outside the area just before the interval.
"This was a six-pointer," said Zola. "It was even more difficult than the other ones.
"Hull could have gone seven points clear with six games to go and you can imagine, with the good team that they are, and with a good manager like Steve (Bruce) is, it would have been such a difficult thing to catch up with them.
"This team never lets me down. Every time there's a game which is very important, they always perform. That shows you the character and temperament of this group."
The Watford players showed a lot of emotion at full-time and Zola revealed that his team had been quite tense prior to kick-off.
"Normally they're very lively, very chatty, but you could see the tension," he said. "They really wanted this result and they got it in, I believe, a good way."