Zola was forced to hand a professional debut to 19-year-old Jack Bonham against Leeds after injuries to first-choice keeper Manuel Almunia and back-up Jonathan Bond. Unsurprisingly, Bonham looked nervous and he was soon picking the ball out of the net after a mix-up with Joel Ekstrand allowed Dominic Poleon to score for Leeds.
The Hornets levelled through Almen Abdi, and as news of Cardiff's late equaliser against Hull filtered through, Zola's side knew another goal would send them up. However, Bonham let Ross McCormack's lob squirm through his hands and roll into the net to condemn Watford to a 2-1 loss. But Hornets chief Zola said: "I'm not going to blame him for one second."
The Italian added: "It was tough to come in at that moment - one minute he was in the stands, then on the bench, and then on the pitch.
"In football you make mistakes and it is how you react that is important."
After colliding with Poleon and receiving 10 minutes of treatment on the pitch, Bond was taken to hospital in a neck brace and oxygen mask - although mercifully it seems he suffered nothing more serious than a broken nose.
As well as fitness concerns over his goalkeepers, Zola will also be without Troy Deeney for Thursday's play-off first leg against Leicester after the striker was shown a second yellow card for a soft foul on Michael Brown.
"I think it was a little hard on Troy considering he was being fouled all match,'' said Zola.
"But I still thought at the end we could have made it. With 10 minutes to go, although we had one player less, I knew we had the quality. I thought for a moment we would score."
Leeds manager Brian McDermott said: "It was an amazing game. Obviously we knew what was going on at Hull but we did what we had to do. I had a feeling Ross McCormack would make a difference."