City underlined their status as favourites for the Barclays Premier League crown with an ultimately comfortable 4-1 win over Southampton on Saturday.
Zabaleta said: "The most important thing was to win - we must keep winning all games. It is going to be very tough until the end of the season.
"At the end of the season, sometimes, teams can look a little tired but I think we must keep winning games.
"Every single game now is going to be like a final, (but) we have belief.
"I think we have a great team to make success this season but it is not going to be very easy.
"We need to keep working hard and keep playing like (we did) in the second half. I think playing in that way we will have more chances."