The Nerazzurri have not won at the Atleti Azzurri d'Italia stadium since 2008 and know that Atalanta will be no pushovers.
"It's always difficult to play in Bergamo not just for Inter but for any team," Mazzarri said in Monday's press conference.
"They are a team that are very dangerous when playing at home.
"They are very aggressive, focused and have good quality players.
"In order to beat them, we have to play always at our best.
"I think if we keep our concentration for the entire game, we can make life difficult for anyone."
Mazzarri was able to breathe a big sigh of relief after last Saturday's 4-2 triumph over Hellas Verona halted a three-match winless run.
The outcome allowed Inter to leapfrog Verona into fourth place and go level on 18 points with Fiorentina, who are fifth.
Mazzarri, nevertheless, believes his team still has plenty of room for improvement.
"Although we played a great game against Verona, we lost our concentration at times," he said.
"You cannot let your guard down in Serie A and think you have already won."
Inter have given away eight goals in the last three games but will be bolstered by the return of veteran defender Walter Samuel, who is set to make his first league appearance this season at Bergamo.
Samuel has recovered from a thigh injury and will start against Atalanta.
Atalanta, meanwhile, saw their three-match winning streak come to an end in Saturday's 1-0 defeat at Sampdoria.
Atalanta coach Stefano Colantuono felt his side should have taken at least a point in Genoa considering the chances they had to score.
"We should have been more clinical," Colantuono said. "We created several chances to equalise and we didn't take them.
"The important thing is that we controlled the game which is a good sign."
The Bergamaschi, who are ninth in the standings, have taken nine of a possible 12 points at home this season.
The hosts are still without defender Stefano Lucchini and midfielder Giacomo Bonaventura, both out injured.
Moreover, Atalanta defender Constantin Nica is suspended.
Inter striker Ishak Belfodil will serve his first of a two-match ban on Tuesday.