Alejandro Sabella's men reached a World Cup final for the first time in 24 years, after edging out the Netherlands 4-2 in a semi-final penalty shoot-out.
Zabaleta said his team-mates will be inspired to win the trophy on enemy soil, with the majority of Brazilians - oddly - set to be cheering for semi-final conquerors Germany in Sunday's decider at the Estadio do Maracana.
"It's special for us to play in this country," Zabaleta said.
"Especially because the Brazil fans have been against Argentina for this World Cup.
"Sometimes, if you have all the people against you, you feel even stronger. I think that we showed that and we feel very proud."
Zabaleta said he understood how much winning the tournament would mean to his compatriots, and insisted Argentina were not in the final to make up the numbers.
"You can imagine people from Argentina selling their cars to be here, even without tickets," Zabaleta said.
"This is something that happens in Argentina. We love football. We know how special it would be for this country to win another World Cup.
"But obviously we appreciate how Argentine fans are doing everything to support the team."
He added: "As a player I feel very proud, everyone feels very proud. We know that we'll face probably one of the best teams in this World Cup.
"But as we say in Argentina: 'We don't play the final, we win the final.'"
Zabaleta conceded he did not see Germany's rampant 7-1 semi-final win over Brazil coming.
"It was strange. Nobody expected this result," he said.
"We thought it would be a very tight, very tough game with two good teams.
"But sometimes this happens in football.
"It has been very hard for Brazil to lose the chance to win in their country and even losing 7-1, it's been very hard for them."
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