Sarri only spent one season at Stamford Bridge, leading the Blues to a third-place finish in the Premier League and Europa League glory.
He has now agreed a deal to take over at Juventus, while Chelsea have appointed former midfielder Frank Lampard.
Asked if Sarri would have liked to have stayed at Chelsea, Zola told talkSPORT: “Yes, very much. I think the best of Maurizio’s work comes not in the first year but more from the second year onwards.
“Looking at the way he works, it takes a little bit of time to put in place what he wants to do and also he is very demanding on the players.
“But, after the players get used to it, they get better and better and the work becomes more effective.
“It’s a pity, because I think it would have been good for the club if Maurizio stayed and it would have been good for Maurizio as well.”
