The Colombia defender says the Rossoneri must forget about their collapse to Barcelona and focus on securing automatic qualification for next season's Champions League
The top three Italian teams at the end of this season will qualify, although the team that finishes third in Serie A will need to play a pre-qualifier for the group stages against another team from one of Europe's top leagues.
Zapata is keen for the Rossoneri to secure second spot and feels the club have no time to feel sorry for themselves after becoming the first team to crash out of the Champions League having won 2-0 at home in the first leg.
"We need to achieve our [league] goal which is to finish second," Zapata told Milan Channel.
"Palermo will be tough on Sunday, but we cannot fail."
Massimiliano Allegri's side are third with 10 fixtures remaining, but only trail second-placed Napoli by two points.