The 20-year-old forward has been dominating the headlines of late for all the wrong reasons because of his relationship with the ex-wife of former team-mate Maxi Lopez
Icardi, who joined the Nerazzurri from Sampdoria during the summer, has made more headlines off the field than off it this season because of his relationship with the ex-wife of former Sampdoria team-mate Maxi Lopez, Wanda Nara.
The 20-year-old's conduct has generated huge controversy in Italy and Mazzarri, though reluctant to get drawn into the furore, feels the forward should adopt a more professional attitude.
"I've already given my thoughts on [his private life] with some general advice: if he wants to play at the very highest level he should look at people like Milito and Zanetti," the ex-Blucherchiati boss stated.
"I'd rather not go into it in any more detail than that."
Turning his attention to Sunday's Serie A clash with Samp at San Siro, Mazzarri revealed that Inter captain Zanetti might not yet be ready to make his first start for the club since recovering from a serious Achilles injury.
"It's quite possible that he hasn't got the full 90 minutes in him," the 52-year-old coach mused. "He hasn't started a game for a long time so if he does play I'll have to consider that a substitution is likely at some point.
"I'll make a late decision on whether to go with him from the off or bring him on during the match."
Mazzarri also dismissed the suggestion that forward Rodrigo Palacio is suffering from fatigue.
"Rodrigo had a few chances against Bologna [last weekend] that he would normally put away but I didn't think he looked tired," he argued. "I expect he'll be in top shape [against Samp]."
Inter go into the game at the Giuseppe Meazza fourth in the Serie A standings, two points behind third-placed Napoli.