Christophe Berra's early sending-off gave the home side a man advantage, and although Nathaniel Chalobah's goal was answered by Bakary Sako, a Troy Deeney strike secured a third win in four.
Zola said: "It was good. Although they were playing with 10 men, we created a lot of chances and we had good opportunities.
"It is fair to say they put a lot of pressure on, especially in the last 10 minutes, but we certainly played a good game and there were spells in the game when we played very good football. Nobody can say it wasn't a deserved win.
"The consistency of the results is certainly improving and that is such an important thing in terms of confidence. We just need to carry on and we want to extend this little run longer."
Berra was sent off for a professional foul on Deeney - a decision disputed by Wolves boss Stale Solbakken.
Zola said: "I thought that Deeney was fouled but when the referee let our striker take a shot I thought the action was gone, so I was quite surprised to see a red card."