Zola led his team to four wins and a draw from their five games, moving them up into the automatic promotion places.
Only a 2-2 draw with promotion rivals Crystal Palace denied Zola a 100 per cent record from the month, with wins recorded against Bolton, Birmingham, Ipswich and Derby.
Zola was delighted with his first managerial award of his career.
"It is great news," he told the club's official website. "If I could share it with my assistants and the players I would, because they've been massive. They helped me win."