The former Sampdoria boss still has a year to run on his current contract with the Partenopei, but it remains to be seen if he will still be at the San Paolo next season
The 50-year-old Tuscan led the Partenopei to their first piece of silverware in 22 on years on Sunday by masterminding a 2-0 victory over Juventus in the final of the Coppa Italia.
Despite that success, there is speculation that Mazzarri could stand down this summer or even take on a directorial role within the club, but the former Sampdoria boss is giving little away.
"Anyone who knows me knows full well that I always want to win and that I have always thought about the precarious nature of the job, having been working in the game for the last 12 years," he mused during an interview with Radio Mana Mana Sport.
"We'll see what the future brings, but this aspect [of football] does not bother me; actually, it excites me."
Irrespective of what the future holds, Mazzarri is proud of his troops after landing a trophy at the end of a gruelling campaign in which they lit up the Champions League only to bow out at the hands of eventual winners Chelsea and then narrowly miss out on qualification for next year's competition via Serie A.
"The Champions League is honoured and will become a legacy for the future of Napoli," he argued.
"While not a corporate goal, we were forced to do our best and had to try to beat stronger teams like Bayern Munich and Manchester City, so we always put out our best team and this clearly resulted in us losing ground in the race for third place in the championship.
"Do not forget that we reached the final in Rome after playing 51 games.
"But the team that I have at my disposal has grown exponentially in the past two years and will serve us well for the future.
"[Marek] Hamsik, [Ezequiel] Lavezzi and [Edinson] Cavani have consecrated themselves thanks to this process of growth, becoming key players also in terms of the squad as well as becoming known throughout the world."
Mazzarri took charge of Napoli in 2009, succeeding Roberto Donadoni at the helm.