The only goal of a tight game with few chances came with eight minutes remaining when Cristian Battocchio fired home from the edge of the area after a Davide Faraoni shot had been blocked.
Hornets head coach Zola said: "I think it was probably one of the toughest games I've had since I've been here.
"A typical game between two top teams and where the values of the teams are very similar so there's a kind of balance, equilibrium on the pitch and you just have to be patient, keep working hard and wait for your opportunity to come and try to score.
"That's exactly what happened here. Don't forget also it was the fifth game in two weeks and that counts and so the quality of the game cannot be fantastic.
"But we showed a lot of character to win this game and that is something that will be very important from now and until the end of the season."
It looked like the game was heading for a goalless stalemate until Battocchio scored and Zola acknowleged: "The game was completely flat.
"We were not creating enough, they were not creating enough. They were good to be honest because they press well all over the pitch and they kept the ball quite well.
"That was the difficulty because it was difficult for us to keep the ball and it was tough to get it back because of the quality, experience they have in the side.
"Then we tried to change it. We sacrificed one midfielder for another striker to try and change the balance and it worked - and I'm delighted."
Nick Powell looked to have given Wigan the lead in the first half but it was ruled out for an offside decision against James McClean, who had crossed the ball.
Zola admitted "it wasn't offside" and Latics boss Owen Coyle was also aggrieved because he felt should have had a penalty in the second half when Powell was challenged by Lloyd Doyley in the 18-yard box.