This weekend's clash could be Zanetti's last derby.
"I'm not thinking that this could be one of my last derbies," the veteran told Sky Sport Italia. "I'm just enjoying the moment
"It's a massive game with no favourites. What I can say is that we're in good shape and we're building a side that can last for a long time and be very successful.
"And of course winning the derby would give us even more confidence in our ability."