The 45-year-old has not managed since, although he was linked with the Lazio job earlier this term, and is keen to find a new job.
Zola told the Gazzetta dello Sport: "I do miss the field of play and the games. But I don't know what will happen.
"When you are out of a job, you are contacted and made offers. But there is still a gap between that and a contract. It also depends on the quality of the project being offered."
Chelsea are still close to his heart and it remains unclear whether interim boss Roberto Di Matteo will be given the job on a permanent basis next season.
On the possibility of managing the Blues, he added: "Chelsea? I'd be a hypocrite if I said that I wouldn't want the job, but I don't think there are the right conditions in place for that.
"As a Chelsea fan I always want the team to be in the best possible hands, as they are right now with Roberto Di Matteo."