But he insists he would be more than happy for all of their games to take place at the San Siro.
Inter's last two outings have seen them lose 2-1 to Atalanta and then draw 0-0 with Udinese, both at home, and they have only won seven of the 16 Serie A fixtures they have played on their own turf all season.
They are away in their next match, travelling to struggling Livorno on Monday.
And asked at his press conference ahead of that clash whether he saw it as an advantage for his side to play away given their problems at home, Mazzarri said: "I'd love to always play at home, the crowd help us.
"At times the occasion might get to the lads at the San Siro, but I believe we can do well there."
While Inter are in the mix for a Europa League place, Livorno are battling for survival.
The hosts go into the contest in 18th place, two points adrift of safety.
And Mazzarri said: "Every game in Serie A is tough, they're all tricky, plus Livorno have strong support and they need points.
"You need to approach every opponent in the best way possible right from the outset, then when we have the ball we have to try and finish as soon as possible.
"We'll do everything we can to put in a good performance at Livorno."
Mazzarri, appointed as Inter boss last summer, also stressed he and club president Erick Thohir are "on the same page".
The coach had a meeting with Thohir, whose takeover of the club was completed in October, on Friday.
And when asked about what was discussed, Mazzarri said: "All I'll say is that it confirmed we're on the same page.
"As a coach, when I take on a job, it's as if the club were mine, so I don't need added motivation, though the president helps to motivate us all in any case."