The 51-year-old, who took charge of the Nerazzurri in May, believes his side are well-equipped to compete with the best in Italy's top flight
Mazzarri, 51, who took over from Andrea Stramaccioni in May, is bullish about his side's chances this year and believes they have the quality to improve on the last campaign's disappointing ninth-placed finish.
"Impossible is not a word that exists for me," Mazzarri told Tuttosport.
"We finished ninth last season but I feel we have enough quality to surprise everyone next year and finish much higher."
Promising defenders Giulio Donati and Luca Caldirola, midfielders Dejan Stankovic, Marco Benassi and attacker Antonio Cassano, have left San Siro while Hugo Campagnaro, Mauro Icardi and Ishak Belfodil have came in and Mazzarri admits he is still coming to terms with the squad's upheaval.
He added: "I have not spoken with Moratti about top signings yet because I want to get to know my squad properly. Once I have done that I will decide whether it's necessary to buy new players or not."
Mazzarri says he has been boosted by the faith shown in him by club president Massimo Moratti.
"Moratti said to me: 'I called because I need someone like you'. I got goosebumps because that was exactly what I wanted to hear from a president as important as him," he continued.
"I think the president is willing to listen to me, which is very important. I must respect the parameters that he sets, but there is great harmony between us."