The Nerazzurri lost 3-0 in the first leg of the tie at White Hart Lane with goals from Gareth Bale, Gylfi Sigurdsson and Jan Vertonghen, wrapping up a comfortable victory for Andre Villas-Boas' men.
And Zanetti lamented that they conceded an early goal to put the hosts firmly in control.
"We were unlucky that they scored so early because it changed the complex of the whole game," he told reporters.
"It's a pity we couldn't do better with those two or three clear-cut chances we had - it would have made qualifying a whole lot easier.
“But we'll see, we'll go for it anyway. We need to keep our focus better, especially at the start of the game.”Zanetti also believes Andrea Stramaccioni's men's disappointing start to 2013 is partially down to the absence of Walter Samuel and other players who are being plagued by physical problems.
"We miss Samuel a lot but we also miss others too," he was quoted as saying on the club's official website.
"We've had to contend with a whole host of injuries that have forced the coach's hand in terms of team selection.
"We haven't got time to sit here feeling sorry for ourselves though, because there's another big match just around the corner.
"We have to immediately switch our attentions because we've got a massive game coming up on Sunday against Bologna."
Inter currently sit fourth in Serie A, while Bologna are in 11th spot ahead of the game.