The Nerazzurri were held to a 1-1 draw by Chievo on Monday which followed their 1-0 loss at Lazio in the league and a 1-0 reverse at Udinese in the Coppa Italia.
"We did create some scoring opportunities, but could not find the finishing touch," Mazzarri said.
"Sometimes the ball just doesn't go in and your opponents score at every opportunity.
"We just have to keep working.
"The players believe in themselves, we just need a little more luck, which is crucial in sport."
Chievo were fortunate to come away with a point after Inter's Yuto Nagatomo had a goal incorrectly ruled offside in the first half.
Nagatomo had cancelled out Alberto Paloschi's opener in the 12th minute.
"I will not discuss referees again until the end of the season," Mazzarri said.
"But had we taken the lead, the game would have been more entertaining.
"It takes two teams to play good football and Chievo came here to defend and hope we made mistakes to hit us on the counter-attack."
Inter have won just one of their last seven league games and are fifth in Serie A, 10 points behind Napoli, who are third and hold the last Champions League qualifying spot.
"For numerous reasons we have fewer points than we deserve to," Mazzarri said.
"If it's our destiny we will get them back before the end of the season, but if not then we will just have to see where we end up."
Inter travel to the Luigi Ferraris stadium on Sunday to face Genoa.