Zubat learns Confuse Ray at different times in different generations. Next time, say the game your playing when asking a question. :)
But unless your Black 2 and White 2, when it should have learnt Confuse Ray at Level 19, your Zubat learns Confuse Ray at either Level 21 or Level 26, depending on your game.
Hope I helped. :)
Source: Serebii's Zubat Entries