Zola left just as the Russian billionaire was buying the club.
Zola said: "When I was at Chelsea it was a great time.
"People enjoyed the football we were playing, we won some trophies, we missed out on some others, but it was a fantastic time.
"When Roman Abramovich took over he took the club to a different level and a completely different dimension. He invested a lot and I think he's done a good job.
"Obviously I would have wanted to be part of such a winning team, but at the same time I was pleased because I had a great time with my team-mates and we had fun and we won things.
"But I was pleased that the club was going to a different level.