Zabaleta was in the thick of the action at Old Trafford on Tuesday as his Manchester City side swept local rivals United aside courtesy of a comfortable 3-0 scoreline.
The result takes City to within three points of league leaders Chelsea, over whom they have two games in hand.
However, Zabaleta was unhappy with some of the United challenges on him, including Welbeck's clumsy late tackle in the first half and a later elbow from Marouane Fellaini.
"They were two bad challenges," the Argentinian said. "I saw them on TV in the dressing room. The first one was a very dangerous tackle by Welbeck, I was very lucky to be honest because I could have broken my leg.
"The second one was an elbow by Fellaini. It was also a red card, but at the end of the day we should respect the referee's decision."
City took control of the derby in the very first minute as Edin Dzeko followed up a Samir Nasri shot to score.
The striker added a second after the break and Yaya Toure ensured the victory with a third in the last minute.
There was no doubt what the victory meant to Zabaleta as he added: "We need to celebrate - today Manchester is blue!"
Sky Sports subscribers can watch highlights of Manchester City's 3-0 win at Old Trafford.