Zola only discovered that West Ham had bid for the West Brom and Scotland midfielder Graham Dorrans when he read it in the newspapers.
The Italian was equally surprised when Sullivan revealed in an interview that every member of the West Ham squad had been put up for sale, bar Scott Parker.
Zola refuses to discuss his future until the end of the season - but his professional relationship with the co-owners appears to have reached melting point.
"I did say to the chairman that I don't want to get involved in the financial side of transfers because the money is not my problem but I need to know who the players are that I will be coaching," said Zola.
"I think it is quite normal. I am the one who has to coach them and I need to know who I am coaching."