The 40-year-old suffered an Achilles tendon injury in April and is determined to play again this calendar year.
And speaking to Rai TV, Zanetti says that the the recovery process has already started.
Zanetti said: "I feel good, I've started running but I have a different training regime to my team-mates.
"I must improve my calf and build up the strength in my leg naturally."
Zanetti has made over 600 appearances for the Milan club.