The Azzurri's pursuit of league leaders Juventus was derailed this week as the Italian Football Federation (FIGC) deducted two points from the club for a former player's involvement in match-fixing, with defenders Paolo Cannavaro and Gianluca Grava banned for six months for failure to report an approach.
Mazzarri shares his employers' indignation that the club should pay for the actions of goalkeeper Matteo Gianello, now a free agent, but he pointed instead to two consecutive defeats, to Inter Milan and Bologna, that preceded the FIGC's announcement on Tuesday.
A shell-shocked Napoli then exited the Coppa Italia courtesy of a second home loss to Bologna in three days.
Mazzarri told La Repubblica: "We cannot deny this is a difficult time.
"I have identified the reason for this recent decline among the players and I am curious to see if there will be better results tomorrow.
"We are only thinking about the league, where we have suffered two bad defeats in a row, but we have six more points than we had last season.
"I've asked my team not lose their heads. I am confident that all the problems will be sorted."
If Mazzarri has a point to prove then so does tomorrow's opposite number, Giuseppe Iachini, who has been charged with lifting Siena off the bottom of the table having replaced Serse Cosmi this week.
"The players know that we are not happy with recent results," Mazzarri added. "Woe betide them if they underestimate a trip like this.
"Football has changed and there is little difference between big teams and small.
"Siena will be a tough opponent and Iachini is a good coach. I'm curious to see how my team react."
Midfielder Gokhan Inler is suspended for the trip to Tuscany, with defender Alessandro Gamberini facing a late fitness test.
Siena have personnel concerns in the shape of injured quartet Ze Eduardo, Angelo, Andrea Campagnolo and Alessio Sestu.
Massimo Paci, Simone Vergassola and Luis Neto all serve one-match bans as the Bianconeri bid for a first win in five attempts.
At his unveiling, Iachini said: "I promise to bring hard work and determination to achieve the objective of surviving in Serie A.
"If there is one main reason why I came here then it is because I believe in the ability of these boys.
"I thank the club for putting their faith in me and I hope to repay them every day with my commitment as we build our road to salvation brick by brick."