Rafa Benitez's title hopefuls needed just 76 seconds to break the deadlock with Fernando Torres combing with Steven Gerrard for the England midfielder to score.
Gerrard added a second before the break, with Luis Boa Morte penalised for pulling back Torres and the Reds skipper following up after seeing his spot-kick saved by Rob Green.
Ryan Babel added gloss to the scoreline with a late third, but Zola feels his side were made to pay for not taking their own chances.
Better"I don't think on the pitch there was a big difference," he said. "In the first half we probably played better than them, the quality of the passing was good.
"2-0 was too much, it could have been 2-1. In my opinion it should have been 1-1, but that is the difference really."
It could have been different for West Ham if David di Michele kept his composure when he seized on an error from Jamie Carragher and raced through on goal.
But he stumbled and lost his footing as Pepe Reina approached - and to rub salt in the wound he was booked for diving.
"I don't think he looked for it," added Zola. "The referee booked him, but he just lost his legs and lost his balance.
"I don't think it was a simulation. What can I say, Di Michele doesn't get many goals, but he is a key player for us."