The Sardinian outfit defeated Cesena 2-1 yesterday to give the former West Ham boss his first victory as the side’s manager.
Gianfranco Zola was a player adored by the Stamford Bridge crowd over seven years in West London, but his time as a manager since retiring has been less successful.
Zola’s men took a 2-0 lead into the half-time break after strikes from Joao Pedro and Godfred Donsah gave the Sardinian outfit the ascendancy.
The Stadio Sant’Elia outfit were treated to a nervy finish following Franco Brienza scoring for the visitors in the 89th minute, but Cagliari held on to record victory in the relegation six-pointer.
The win lifts Zola’s side to 15 points, but Cagliari are still in the Serie A bottom three.
The diminutive Italian has had underwhelming managerial spells in charge of West Ham and Watford in the past, but will hope to succeed at the Serie A club where he spent two years as a player after leaving Chelsea in 2003.