City beat West Ham 2-1 on Saturday in their first game since being officially dethroned as champions, with Sergio Aguero and Yaya Toure on target before Andy Carroll's late consolation.
But Zabaleta was left to reflect on what might have been, and blamed inconsistency for finishing behind Sir Alex Ferguson's men.
He told Sky Sports: "We are working well and we know how difficult it is to win the title. The Premiership in one of the most competitive leagues in the world.
"But we have probably been a bit inconsistent this year, not like last season and probably that has cost us the title.
"But we are working to improve, keep winning trophies and we have the (FA) Cup final at Wembley.
"It is always special to win that competition as well so we'll try to come back stronger next year and try to win the title back."
On the clash with West Ham, he added: "We had the control of the game, we dominated for 90 minutes, we were unlucky to concede that goal at the end.
"We should defend better but it's three points, we need to keep going.
"Four games until the end and we need to try to finish second."