The Partenopei coach suspected that his troops would be overrun by the Bavarians, who are much further along in their pre-season preparations
The Partenopei recovered from David Alaba's early goal to move ahead courtesy of strikes from Paolo Cannavaro and Goran Pandev, only to see Xherdan Shaqiri level matters once more with a free-kick.
However, Lorenzo Insigne then popped up with a late winner for the Coppa Italia holders, much to the delight of Mazzarri.
"We played an excellent game against the Champions League runners-up," the 50-year-old is quoted as saying by Corriere dello Sport after the exciting encounter. "We did well in two areas: giving away little and creating a lot.
"I'm very happy as I did not expect this performance against a team that is much further ahead of us in their pre-season preparations. Indeed, I even thought there was a risk of them making a show of us!"
Mazzarri was particularly pleased with the performance of Eduardo Vargas, who has struggled to find form since arriving at the San Paolo during the January transfer window from Universidad de Chile.
"He needed to do a pre-season with us and today he played well and deserved a goal," the Tuscan coach argued. "Insigne also had an excellent showing."