Giuseppe Mascara appeared to be felled in the box by Panagiotis Kone, but the referee awarded a free kick against the striker.
"If that isn't a penalty, then what is?" blasted Mazzarri when watching the replays.
"Mascara is literally hacked down from behind. It's clear as day. We've done everything we can, but this season there are two different ways of reading incidents.
"People can say it was just one incident, but as we saw with the one that allowed Milan to take the lead last week, football is made of these moments. They change the game."