The former Chelsea star watched his players produce a smash and grab raid to give the little Italian his second consecutive league win since taking over from Alan Curbishley.
Fulham have not tasted league success against West Ham at the Cottage since 1966 and, despite dominating for long periods, Roy Hodgson's men rarely looked like breaking their hoodoo.
Carlton Cole and Matthew Etherington struck in the final three minutes of the first-half to condemn Fulham to a harsh defeat, while the hosts were also reduced to ten men after Andy Johnson was sent off.
Danny Murphy's penalty had given Hodgson's men a glimmer of hope of snatching a point from a fiery contest, but their failure to convert a whole host of goalscoring opportunities ultimately cost them dear.
While Zola has promised to bring the beautiful game back to Upton Park, it was Fulham who played the more attractive and free-flowing football in the opening stages on a glorious late summer's day in west London.
Simon Davies, Bobby Zamora were both guilty of wasting gilt-edged opportunities as Fulham dominated an action-packed first-half.
The chances continued to come and go for the home side with Matthew Upson producing a stunning challenge to deny Johnson with the striker threatening to burst through on goal.
But Johnson was lucky to still be on the pitch just minutes later after a terrible challenge on Herita Ilunga - a tackle which on another day would have earned the England forward a straight red card.
Jimmy Bullard and Brede Hangeland both wasted further chances with West Ham on the ropes but, with just two minutes of the first half remaining, Fulham's world collapsed in the most dramatic fashion.
Etherington escaped down the right and after running some 60 yards unchallenged, the winger's cross was parried by Mark Schwarzer for Cole to blast home from close range.
With Fulham still suffering with shock, the visitors struck again as Etherington, a constant menace all afternoon, silenced the home support with a delightful finish just three minutes later.
Having been booed mercilessly by the Craven Cottage faithful after going down under the challenge of Paul Konchesky, Etherington took his revenge in the best possible style, chipping the ball over Schwarzer after running onto Mark Noble's through ball.
With 45 minutes still remaining, Hodgson would have expected his side still to have a chance of snatching a result, but when Johnson saw red after being given a second caution for a late foul on Lucas Neill, the task appeared impossible.
But with Zola's men looking as if they would cruise to victory, the 10-men were given a lifeline when Neill was adjudged to have handled Zoltan Gera's header inside the penalty area.
Murphy sent Robert Green the wrong way from the spot to give Fulham a way back into the game.
And they should have been level just moments later as Davies picked out Gera unmarked at the far post, but the former West Brom man failed to get the touch which would surely have resulted in the equaliser.
With the hosts pushing forward in search of an equaliser, West Ham looked likely to catch Fulham on the break but both Cole and Craig Bellamy failed to put the game beyond doubt.