Inter had a relatively forgettable campaign last term as they relinquished their hold on the Scudetto to arch-rivals AC Milan, and also meekly bowed out to German outfit Schalke in the UEFA Champions League at the quarter-final stage.
Nonetheless, Inter did taste success in the form of the Coppa Italia after defeating Palermo in the final, and with a new season ahead of them, Zanetti sees no reason why the Nerazzurri will not challenge for silverware.
"We've won a lot over the last few years and we remain a group that can aim to win everything," Zanetti told La Gazzetta dello Sport.
In fact, the Argentinean international reveals that there is a belief amongst the players that they are the best team in Italy at the moment.
"None of us think we're not favourites.
"We know how much we want it and all we need is to stay injury-free."
On a personal note, Zanetti is just five games away from Giuseppe Bergomi's appearance record of 758 games for Inter, and he admits it will be an honour to emulate a player who took him under his wing when he first arrived at the Giuseppe Meazza.
"It all depends on the choices [Inter coach Gian Piero] Gasperini makes, but if it happens, it will be a fantastic day [when I match Bergomi].
"It's an aim that I'm crazy about because I'll match a legend like the uncle [Bergomi], who opened the door for me when I arrived at Inter."
Zanetti will look to edge closer to that milestone when Inter kick off their Serie A campaign on Sunday when they travel to Palermo.