The Hornets frontman is considered to be ready to take a step up into the Premier League - having netted 20 times in all competitions last season and five in his first four Championship appearances this term.
The 25-year-old's efforts have been noted by a number of top-flight clubs, with speculation suggesting that the likes of Tottenham Hotspur, Newcastle United and Fulham have weighed up the merits of a move.
Watford, though, are reluctant to part with their attacking talisman and Zola says the club will do all they can to ensure they make it through Monday's deadline with their squad intact.
The Italian coach said in the Evening Standard: "I keep reading about Tottenham, Newcastle, Fulham...every day I see a new one.
"But I am confident Troy will stay with us and help us achieve what we want to achieve. The club do not want to let him go and I believe he wants to stay."
Zola, who has already lost loan star Matej Vydra from a squad which suffered play-off final heartache in 2012/13, added: "We want to keep a strong squad here and Troy makes the team stronger.
"Provided that an offer from Chelsea or another big club does not come in for him, I believe we have everything here for him to improve and go to the next level."