Gasperini is already under intense pressure after a mediocre pre-season was followed up by an opening day defeat at Palermo.
"Gasperini has a different idea of playing football," insisted Zanetti. "Every Coach has and that is only right.
"We have a tactician with new ideas, everything has changed and we need time to do what he is asking of us."
Patience is notoriously in short supply when it comes to Italian football though, but Zanetti has faith that the former Genoa tactician will have some answers.
"I don't know how long it will take, but everyone here wants things to go in the right direction," the club legend added.
"The squad is doing all that it can.
"The Coach is intelligent, he's not making decisions to ruin us. If, after a couple of games, things aren't going well then I think Gasperini will change a few things.
"It's not the start we were expecting. We just need to stay tranquil and believe in what we are doing."