The Italian recently spoke about the possibility of one day managing a bigger club 'like Chelsea' which he feels has been taken the wrong way in that he is actually after Stamford Bridge job.
Zola told Watford's official website that his comments were taken out of context and that his only focus at the moment is to lead the Hornets to success.
"I don't like it at all," the former Blues star said. "I'm not using Watford as a promotion for myself. I care massively what happens here, and I am trying things in the best way possible.
"Most of all I am upset for fans having to read headlines which are a long way from what I am saying.
"I speak from the heart about Watford, and what we are trying to achieve here on behalf of the whole club.
"It is not about Gianfranco Zola and how he is doing personally. It is about trying to bring success to this fantastic club, these fantastic people."