The Italian saw his side sink to a 1-0 defeat against Genoa at a rain-soaked Stadio Comunale Luigi Ferraris on Sunday, their first defeat to the hosts in 20 years.
Mazzarri claimed that his side deserved more from the game, although he admitted that he was concerned with a run of just one goal in their last four matches.
"I could not have asked for more from my players today," he told Sky Sports Italia. "In moments when you know you’re struggling and games are on a knife edge, you have to be more concentrated on set plays and more clinical in your finishing. We didn't do that.
"In these moments everything goes wrong, you have to just keep working. It's difficult to explain why we didn't score today, as we had plenty of chances and it is annoying, as we're throwing away important points recently.
"We need to keep working and find the incident that will turn the tide. Maybe we're unlucky, or maybe we are lacking sharpness, but those things are tough to fix in training."
The 52-year also feels that the quality of his side's performances of late have not been reflected by their place in the table.
The result leaves Inter without a win in 2014, now 23 points behind leaders Juventus.
"Considering our performances on the field, I thought we deserved a few more points, perhaps five more in the table," he added. "We'll have to keep believing in our football and our organisation until it goes our way.
"We had so many chances to score at the end and Mattia Perin was wonderful in the Genoa goal. We threw everything we had at the game, so it's hard to play more attacking than this."
