Chalobah spent last season on-loan at Vicarage Road.
He admitted: "Zola has helped me with a lot of things this season, we could be here all day.
"When I went there at first I thought I was Ronaldinho and could do anything I wanted.
"He managed to get my head around it and just get me focused on my task as a midfielder and what I should be doing on the pitch. I think that is what I have improved on this year.
"It is not a nice thing to lose at Wembley against Palace but you get your head back on it and move on. That is exactly what I am doing now with the Under-21s."