The Nerazzurri have just three points from their last four Serie A games and conceded seven goals in their last two.
Mazzarri said: "If we choose this approach to football and attack en masse, then we're going to run some risks at the back. We tend to concede on counter-attacks and usually with individual errors. We had prepared to block the through balls, but at the first error Gonzalo Higuain doesn't miss those chances.
"We had more possession and felt strong, but at times we get too confident and give the ball away. I saw an Inter side that played much better tonight than over the last two games, but we ran into bad luck, including a referee who ruined the match from start to finish.
"I am happy with the overall Inter performance, as we came to Naples and took control of the game from start to finish. Unfortunately, we create a lot and make a lot of mistakes too."
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