Reports have suggested that the diminutive Italian could find himself at Stamford Bridge due to the failures of current boss Luiz Felipe Scolari but the man himself has denied that as an option just yet.
"In football you never know what lies round the corner but I have no intention of walking out on West Ham," Zola said in the Sunday Mirror.
"I owe a lot to them. Not many clubs would have given me this opportunity.
"My main aim is to do well here and repay the faith West Ham and their supporters have shown in me.
"It's not in my nature to walk out on something that has only just begun."