The Nerazzurri were beaten on a late goal by Miroslav Klose at the Olimpico on Monday and fell down to the sixth place in the Serie A table.
“We knew it was going to be a difficult game,” Mazzarri told Sky Sport Italia.
“This is the sort of game that is decided on the basis of right and wrong decisions.
“There was a clear penalty and a red card for a foul on Rolando from [Andre] Dias, but never mind.”
“We were unlucky. It was a clear penalty.If you ask me I’ll tell you what I think,” he added.
“But we were also naïve for Klose’s goal – although he did well and it was a good finish.