Inter will face Anorthosis Famagusta in the Champions League on Wednesday.
“It was a big win,” Zanetti told Sky Sports Italia.
“It’s never easy to win in Rome against a great team, but we have also proven to be a superb side and the work we have done with our Coach is bearing fruit.
“We are developing a true winning mentality and victory over Roma shows that.
“Now we can win any match and as long as we keep up the work we are doing we can achieve important results.”