The Giuseppe Meazza side had to settle for ninth spot in the Serie A table last term, and Zanetti is determined to improve on last season's performance in 2013-14.
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"I know the lads worked very hard in pre-season and we're trying to strike the right balance to be competitive.
"Some of us are still out injured but we all want to come back with the young guys and create a squad that can compete for trophies.
"It's too early to judge, we're just getting started and we need to wait a while. We're already preparing for the Coppa Italia to get off on the right foot."
Zanetti, who recently turned 40, is still recovering from an Achilles tendon injury and will miss his side's league opener at home against Genoa.