Veteran forward Francesco Totti fired Roma ahead in the 18th minute and doubled his tally from the penalty spot before Alessandro Florenzi finished off a sumptuous counterattack on the stroke of half-time.
Inter pressed gamely forward throughout the second period but, despite a late red card for Roma defender Federico Balzaretti, they were unable to challenge the visitors' unblemished record.
"As you know, I look at the performance beyond the result," Mazzarri told Sky Sport Italia.
"Football is based on incidents, which some weeks go against you. Since I arrived, the plan was to improve this side and grow their confidence, which I'd say is succeeding.
"Overall I'd say we were not inferior to Roma in terms of our play. The team played well, but Roma have excellent quality with players like Francesco Totti who can turn a game at any moment.
"Paradoxically, we played better tonight than we did when beating Fiorentina 2-1. We laid siege to Roma in the second half, but it never went in and at that point I realised we were never going to score a goal tonight."
He added: "This is football, Roma hurt us on two or three counter-attacks early on. We had more possession, but ultimately that was only worth a statistic, because we lost 3-0.
"We had more of the ball, more passes and more shots, but no goals. If the players keep on doing this well, the result will go their way more often than not. These incidents can happen."
The Nerazzarri now lie fourth in Serie A, seven points behind Rudi Garcia's men.