City beat West Ham 2-1 today in their in their first game since being officially dethroned as champions by neighbours Manchester United.
Goals from Sergio Aguero and Yaya Toure had City firmly in control before Andy Carroll's strike squirmed through the legs of Joe Hart in injury time.
But Zabaleta was left to reflect on what might have been, and told Sky Sports 1: "We are working well and we know how difficult it is to win the title.
"The Premiership in one of the most competitive leagues in the world.
"But we have probably been a bit inconsistent this year, not like last season and probably that has cost us the title.
"But we are working to improve, keep winning trophies and we have the (FA) Cup final at Wembley.
"It is always special to win that competition as well so we'll try to come back stronger next year and try to win the title back."
On this afternoon's clash, he added: "We had the control of the game we dominated for 90 minutes, we were unlucky to concede that goal at the end.
"We should defend better but it's three points, we need to keep going.
"Four games until the end and we need to try to finish second."
City boss Roberto Mancini played down fears about Hart after the England goalkeeper appeared to be struggling with a back injury towards the end of the game.
When asked if the goalkeeper was okay, the Italian responded: "I think so."
Mancini admits it is important to begin his summer recruitment early but insists he will maintain focus on the rest of this season.
"Now it is important to finish well in this championship," he added.
"We want to win the next game and keep hold of the second position and try to win the FA (Cup) final."
On his summer activity, Mancini added: "I think that it's important to move quickly.
"I think here are a lot of teams that want to buy new players; Barca, Real Madrid, Bayern Munich, Manchester United, we need to move quickly."
Hammers manager Sam Allardyce was left to rue his side's lack of cutting edge as he saw them beaten by two top quality finishes.
"I was just concerned about the players over respecting the opposition in the first half and having plenty of possession but just giving it straight back and sitting in," he said.
"We had to improve on that from the very start of that second half and we got in their final third and we persisted to do that throughout the whole of the game.
"But as our problem has been all season, as we know, is creating chances and not enough goals scored.
"We have the lowest record of goalscoring in the Premier League.
"I know Andy has got one near the end which has got one on his tally which is great but that perhaps should have come a little sooner."
He added: "We always stayed in the game and our second-half performance was pleasing by the fact that this is a top quality team that has had millions and millions of pounds spent on it and we've managed to get to their level on occasion in the second half and cause them a few problems."