Milan's win at San Siro opened a five-point gap between themselves and second-placed Inter at the top of the table. Alexandre Pato had virtually secured the victory with a brace heading into the final minutes with Beneamata defender Cristian Chivu having been sent off, and then Cassano scored from the penalty spot after Zanetti pulled him down in the area.
However, the Argentina international believes that his challenge on Cassano in the 18-yard box was legitimate and despite the loss retains hopes of their sixth successive Serie A title triumph.
"I don't know what anyone else thinks, but I know what we think," the 37-year-old told Inter Channel after the game. "It's true, we could have done without losing tonight, but we have to look ahead.
"There are still seven matches to play this season, we're in the quarter-finals of the Champions League and in the semi-finals of the Coppa Italia. That's football, and bravo to Cassano for diving in the area."
Zanetti further reflected on the performance of Inter on Saturday night and tried to explain the turning points in the match.
"We had a few chances to equalise, especially in the first half," he said. "Milan defended well in the second half and after Chivu was sent off things became more complicated.
"They held onto the ball well and kept their lead and that's why we didn't score. No one likes to lose a match like this, we're all disappointed, but as I said, we must look ahead."
Inter’s next challenge is against Schalke in the first leg of their Champions League quarter-final tie at San Siro on Tuesday evening.