Juve were 1-0 ahead before goals from Lucio and Balotelli won the tie for Inter.
Zanetti said: "It's down to everyone here, but Mario deserves a special complement. He was great, exceptional, the goal he scored tonight was very important.
"He has to continue playing and scoring like this. We are happy for him and for everything that he has given us. Credit to Mourinho and to our fans who supported us. Now we need to get ready for Parma."