Zanetti was discussing Inter's Champions League date with PSG at the end of the month.
“Honestly, I thought it would be very difficult, especially with how the game was going,” Zanetti told ESPN.
“Inter looked exhausted. But football gives you these emotions, and this team always believes until the end.
“We’re a team everyone respects, especially for the consistency we’ve shown over the years – even after the final lost to Manchester City, where Inter had played really well. Finals are like that.
“The group stage went well, we lost just one game in the final minute against Bayer Leverkusen. Then came the quarter-finals against Bayern, a team with a long Champions League tradition.
“And then Barcelona, a side with a strong identity, many young players, and the ability to create something out of nothing – very difficult to face. But when Inter attack, they do it well. We scored seven goals against Barcelona.”
Enrique has given PSG a clear identity
Zanetti also considered Inzaghi's match-up with PSG counterpart Luis Enrique.
He stated: “We’ve been with Inzaghi for four years now.
“Inter are always contenders, and they’re respected. The important thing for us was to reach the final.
“I think PSG are a good team – I really admire Luis Enrique, he’s given them a clear identity, and that’s why they are where they are today.”