The 36-year-old Argentine talisman, whose boundless energy and mind-boggling fitness at fullback or in midfield put younger players to shame, has worked under 13 coaches since joining Inter in 1995.
He endured the dark times when top trophies evaded Inter and now hopes victory over Bayern Munich in Saturday's final in Madrid can help persuade Mourinho to stay after the coach said he would consider his options following the game.
"The boss has been very clear, he will talk after the final," Zanetti told Reuters at Inter's leafy training ground, a world away from the hustle and bustle of Milan or the San Siro.
"The only thing that we can hope is the boss rethinks and that he can continue with us because we have achieved great things together."
Zanetti can be forgiven for thinking Mourinho has already decided to leave following a deluge of media reports saying he has agreed to join Real Madrid.
The Portuguese coach has said the rumours are not true at this stage but has continually expressed his unhappiness with the harsh environment of Italian football where critics jump on his every move.
Zanetti, despite playing over 600 times for Inter and holding the record for the most appearances by a non-Italian, is like a child in a sweet shop ahead of his first European Cup final and the club's first since 1972.
"For me it's a great honour to play in this great final because it is a final of a prestigious competition for all of us, for the club, for the fans," said Zanetti, whose side are bidding for an unprecedented Italian treble having won the league for a fifth straight time and the Cup.
"I believe the team are approaching this final in the best form."
The long-time charity worker, left out of Argentina's World Cup squad by Diego Maradona to the bemusement of Inter fans and most of Serie A, is likely to play at left back on Saturday and could come up against Bayern's wing wizard Arjen Robben.
"They are a very strong team. They are physically strong and above all they have players upfront that can decide the match at any moment," Zanetti added through his broad but endearing Argentine accent.
"We are a pumped-up team that meet Bayern with a lot of respect knowing that there is a very important trophy at stake."
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