The Nerazzurri started the season with a 3-0 win over Pescara on matchday 1, but were dealt a psychological blow at the weekend as the Giallorossi proved too strong.
"We all need to focus on understanding what’s going on. We're just at the beginning. We still have to grow a lot and there’s much to correct," Zanetti stated to Inter Channel.
"We have many new players and we have to understand just what the coach wants and how to put it into practise in order to start winning again."
The Argentine then went on to praise Roma, before adding that he hopes Inter can go far as well this term.
"Roma have proven to be a very solid team and I think they can go far this season, and I hope we’re there too. The Giallorossi are not playing in Europe? Yes, it’s true this can work in their favour."
Inter resume Serie A action against Torino after the international break.