Mazzarri spent the best part of four years in Naples, during which time he won the Coppa Italia in 2012.
After guiding Napoli to second place in Serie A last term, he left the club in May and was swiftly appointed as Inter coach, replacing Andrea Stramaccioni.
And Mazzarri is adamant there was never any question in his mind that he was making the right choice.
"I had so many requests, but after the words of (former president Massimo) Moratti, I had no doubts," he told Quotidano Sportivo.
"I did not look at the squad, nor the club, nor the market - I just said I will go and nothing else."
Inter currently occupy fifth place in the table, but are 11 points behind Mazzarri's former club in third, the final UEFA Champions League qualifying berth.
The Milan club claimed their first league win in six matches with a 1-0 victory over struggling Sassuolo on Sunday and Mazzarri is focussed solely on helping the team continue to improve.
"Targets for the season? I do not limit myself," he said.
"There are 45 points up for grab and I want to win as much as possible. I want a team that will improve day by day.
"We must look at ourselves and try to reach our maximum every day. And maybe go further.
"I do not want a crazy Inter, that one day can do well and another day not, but a team that will grow and improve day by day."
