City head to Roma in Group E on Wednesday knowing they must cannot afford to lose.
Manuel Pellegrini's men must win and hope CSKA Moscow lose to Bayern Munich, or earn at least score draw in the event of a defeat for the Russian side.
And full-back Zabaleta says City should expect to win in Italy this week.
"Of course, because we have the players to beat Roma," he is quoted as saying by The Guardian. "If we don't beat them and we don’t go through it would be bad for the team because we want to be there. You never know, football is like that sometimes.
"You're in the best moment and then you have a bad game. But when the confidence is high, you have more trust in yourself and we’re playing more as a team - that’s important to win it."
City were held to a 1-1 draw in the reverse fixture back in September, but have now gone on a five-match winning run, and Zabaleta feels the Etihad Stadium outfit will be a tougher proposition for Roma this time around - despite the absence of in-form top scorer Sergio Aguero, who sustained a knee injury against Everton at the weekend.
"We are a much better team now than when we played Roma at home," he added. "Confidence is high and that is what we need to play against Roma and win the game. We know it's a crucial game to go through to the next round.
"Rome is always a very difficult place to go and win. They have a very good team and they're second in the league.
"If we continue playing in this way we'll have a good chance to qualify.
"Roma is a crucial game for us to show that we want to continue and go far. The quality is there to do this and hopefully we can play a great game and go through."
