Sam Baldock nodded the hosts in front early in the game and Wolves couldn't find a way to break the Seagulls down to level.
Speaking after the game, Zenga said: "I think it was a difficult game for both teams. Both played very well.
"In the end it was hard luck that we couldn’t score and we have to work on this situation.
“We showed that we can play at this level with no problem.
“I don’t like to say that we had bad luck but I think it’s clear for everybody that, in the end, we could have scored and could have drawn the game.
“Conceding goals in football always exists. You cannot only blame yourself but you have to take into consideration that the other players make a good action, a good performance.
“Sometimes you have to recognise that the other team scored a good goal. This is the sport, you have to accept it.
“We have played a good game at the house of a team who last year were in the Play-offs.
“This year they have confirmed that they are a good team.
“I don’t think they dominated us, I don’t think that we showed bad football."
Wolves looked closest to a leveller in the last five minutes of the game, pressing the hosts deep in their own half but the ball just wouldn't fall for Zenga's men.
"There was the chance at the start of the second half with Bodvarsson and the great chance with Costa," explained the Head Coach.
"Of course they also had chances because they are a good team.
“We had some situations in the box again that didn’t favourite us.
“It doesn’t matter if the chances come in the first five minutes and the last five minutes.
“In the last part of the game, we played as a team, as we wanted to but we couldn’t get a result."
After making his first start in a Wolves shirt for over a year, Nouha Dicko was withdrawn after the hour-mark.
And the Head Coach explained that the decision to make the substitution was precautionary before anything else.
“It was in my mind for him to only play 60 minutes but I needed to force him to play more minutes because, in my opinion, Dicko is a good striker for us and can help us a lot.
“We have to be patient with him because he’s been out for a year.
“We wish that he’s 100% fit but he’s not and we have to help and wait with him. He has shown that he has potential."