The Nerazzurri lost 1-0 at Genoa on Sunday as Luca Antonelli's 83rd-minute header inflicted a third defeat in their last four games.
"We didn't deserve to lose," Mazzarri said. "This is a delicate time that will pass.
"The important thing is to have the right mentality because this is a year of transition for us.
"I want a team that always goes out on the pitch determined to win and we showed that against Genoa."
Inter have won once in their last seven games and have scored just one goal in their last four.
"I cannot demand anything more from players," Mazzarri said. "The only thing perhaps is that they need to be a bit more careful in the last stages of the game and we will work on this in training."
Mazzarri replaced the sacked Andrea Stramaccioni at Inter last summer and led the club to win four of their opening five Serie A games.
Inter are fifth in Serie A, 11 points behind Napoli, who are third and hold the last Champions League qualifying spot.
The Nerazzurri host bottom side Catania on Sunday