Sarri departed for Juventus after one season at Stamford Bridge in which he guided Chelsea to the Europa League title and third place in the Premier League, Reuters reported.
He was replaced last week by former Chelsea midfielder and record goalscorer Frank Lampard.
“I think the best of Maurizio’s work comes not in the first year but more from the second year onwards,” Zola, who was Sarri’s assistant, told Britain’s Talksport radio.
“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.”
Zola also left the club he played for with distinction around the turn of the century following Sarri’s departure with former Chelsea midfielder Jody Morris and Chris Jones, who both worked alongside Lampard at Derby, coming on board.
“Obviously it’s painful because you’re in a place where you like to be and it means a lot to you,” Zola said.
“Of course, it’s always painful, but we have to be professional and I think Chelsea are looking forward, they made other choices and I respect them, I have no problem with that.”
Zola said he would be looking for another job in English football and was grateful to both Chelsea and Sarri for an “amazing learning experience”.
Prior to his stint as assistant manager at Chelsea, Zola’s coaching career had seen him manage West Ham United, Watford and Italian side Cagliari. He joined Birmingham in December 2016, but quit four months later after a poor run of results.