But the Italian admits he is happy with the time he had in charge of the club.
“I am extremely disappointed to be leaving West Ham United,” said Zola in a statement on the LMA’s official website.
“Over recent weeks, I have been the subject of various adverse comments, from within the club, which have been widely reported in the media.
“Despite what has been a very difficult period for me, I have thoroughly enjoyed my time at West Ham.
“I would like to sincerely thank the players and my staff for their continued support, hard work and commitment. I am extremely proud of their efforts, over a long and difficult season, in retaining West Ham’s place in the Barclays Premier League.
“West Ham is a great club, with fantastic supporters and I wish the club every success in the future.
“The termination process of my contract is now in the hands of the LMA and I therefore will be making no further comment at this stage.”
