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.
Almunia felt his hamstring in the warm-up and Bond, his replacement, was stretchered off following a sickening collision in the the 22nd minute.
Unsurprisingly, Bonham looked nervous when he came on 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's superb curler during 16 minutes of injury time at the end of the first half, and as news of Cardiff's late equaliser against second-placed Hull filtered through, Zola's side knew another goal would send them up.
However, as they piled forward, Leeds broke at the other end and Bonham let Ross McCormack's lob squirm through his hands and roll into the beck of the net to condemn Watford to a 2-1 defeat and a play-off semi-final against Leicester.
But Hornets chief Zola said: "I'm not going to blame him for one second. 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 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.
The 19-year-old had bravely came out to meet Poleon as he raced Ikechi Anya for the ball and the Leeds striker appeared to nudge Anya into the on-rushing keeper, a sly challenge which earned him only a booking.