The Hornets looked to be heading for a comfortable win through goals from Matej Vydra and Joel Ekstrand, but Jamie Ward's penalty ensured a nervous finish.
Zola felt the penalty decision was harsh on his men, but he was delighted Watford did not lose their discipline as they claimed a third win in a week.
The Watford boss said: "Obviously if you ask my opinion about the penalty, I'm not very happy about it. I thought it was a soft one. If that was a penalty, how many penalties do you have to give in the box?
"But okay, the penalty was given, no complaints. I think it's made it more difficult for my heart but we held on anyway and we came out with three points that are very, very important, especially because we were playing against a good team and it was the third game in a week.
"The third game in a week is always tough, especially for teams like us who did very well in the first two. If you look around you can see the others had problems."