The Amakhosi supremo took the unprecedented move following a third straight season without silverware under the tutelage of coach Steve Komphela at Naturena.
Chiefs finished third in the league in 2017/18, with Komphela resigning with three matches to go after fans rioted following a Nedbank Cup semi-final loss to eventual winners Free State Stars at Moses Mabhida Stadium in April.
Komphela's former assistant Patrick Mabedi oversaw the last few matches against Golden Arrows, Maritzburg United and Ajax Cape Town in a caretaker capacity.
Zulu concedes there was little worth celebrating at the Soweto giants.
"It was hard to take the situation for me since I was new at the club. The awards was not something I was used to," said Zulu, who who was signed by Komphela from Maritzburg before the campaign.
"But I could hear the other guys were deeply disappointed that we didn't have anything to celebrate at the end of the season, so the club holding the awards was not important.
"As the players we all accepted the situation that there's nothing to show off for the club to have player awards."
On an individual level, Zulu was pleased to play in 35 matches in all competitions in his first season with the Glamour Boys. He faced competition for game-time from Tsepo Masilela, Sibusiso Khumalo and youngster Siphosakhe Ntiya-Ntiya.
"For my first season at the club it was very encouraging to get the opportunity to play the majority of the games," added Zulu.
"I didn't expect I'd get a chance so quickly to play. I thought it'll take some time for me to adapt and understand how things are done. But I got the chance and I quickly got into the team, and I used it.
"So all in all it was a good season personally and the next coming season it is about the continuation of where one left off."