Mazzarri left regulars Edinson Cavani and Gokhan Inler on the bench and Marek Hamsik out of the matchday squad altogether for the clash at the Philips Stadion and his team suffered as a result.
Jeremain Lens, Dries Mertens and Marcelo netted for the hosts as PSV cruised to a convincing win in Group F.
"This was a good lesson for everyone, including me," said Mazzarri, whose side are joint leaders of Serie A alongside Juventus. "Maybe next time I will do something else with my core team."
Although critical of his own side, Mazzarri was impressed with PSV.
"They were well-organised and enjoyed a good spell of possession," he added.
"Yet we clumsily conceded the opening goal and frequently lost possession. We didn't stick to our game plan."
PSV boss Dick Advocaat was delighted with his team's efforts.
He told the club's official website, www.psv.nl: "The players lived up to expectations. We were well-disciplined against Napoli's so-called fringe players and put in a convincing team performance.
"Our attacking intentions were clear from the outset. Napoli must have felt they would never get a result here."
Next up for PSV is a home clash with NAC Breda in the Eredivisie.
"The main thing is just focusing on this game. If we succeed in doing so, we can hopefully play another good match," said Advocaat.