The Hammers new boss felt embarrassed after ignoring the calls of the Upton Park crowd as they revelled in their side's 3-1 trouncing of Newcastle.
"Zola, Zola Give us a wave" rang around the Boleyn Ground throughout the 90 minutes as the pint-sized Italian made a dream start to life.
He said: "I have to say sorry to the fans for not waving at them when they sang.
"I did not hear it because I was so focused and my brain was all crossed thinking about what I needed to do.
"This whole week I have been nervous because obviously it is a new challenge and you don't know how people are going to react.
"I must thank the fans for the way they gave me a great reception and next time I promise to wave!"