The experienced defender feels that the San Siro side could easily have picked up the full three points after creating better goalscoring opportunities than their opponents
The hosts created several opportunities to break the deadlock, but were eventually unable to find the net, forcing them to settle for a point.
"We're disappointed we didn't win because I think Inter had the best chances this evening. We deserved more than a draw," Zanetti said to Inter Channel.
"We're upset because although we were up against a great team, who kept the ball very well, we never really struggled.
"I can't remember our opponents having any really good chances. We looked to play into space, we managed to get up close to their goal and we had some good chances."
Inter will be looking for their first win of the season when they take on Novara on Tuesday evening.