Zola returned to England to take charge of Watford last year.
"Aside from money, the culture mix works on different levels because there is no stress here. There is zero pressure, no problems dealing with the fans or media, yet there is no lack of motivation or ambition," said Zola to the Gazzetta dello Sport.
"The truth is that ideas can be translated better on to the field if you are not constantly on trial. A relaxed environment produces better performances. It's not just me saying this, as the athletic tests prove it.
"Italy needs a new mentality and I think Prandelli's Nazionale is pointing in the right direction. It's not easy to match results with good football, but Prandelli is achieving that.
"When he was first appointed, I said it was an impeccable choice, but to be honest I didn't expect the international success to be so consistent so quickly. He has the right approach and I've been truly stunned by Cesare's Italy."