An undefeated start to the season ground to a shuddering halt on Sunday as Inter were hammered 4-1 at San Siro against Cagliari.
And Mazzarri, who turns 53 on Wednesday, has urged Inter to pick themselves up, while also thanking the club's fans for their support at the weekend.
He told the club's website: "Actually I'd like to thank our fans for standing by us until the end and trying to spur us on. I truly want to thank them.
"When you lose 4-1 at home it's natural for people to be unhappy. But we have to get right back up and play a strong match on Thursday.
"We need to get up again and fight."
Those same Inter supporters will be expectant in a competition that their side have won three times in the past.
Inter have already played three Europa League games this season, including qualifiers, scoring 10 times without reply.
Mazzarri's men sit top of the group after a 1-0 win on matchday one, secured at Dnipro Dnipropetrovsk by a solitary Danilo D'Ambrosio strike.
Brazilian defender Jonathan is a doubt for the Qarabag visit, while Fredy Guarin and Mauro Icardi both came off the bench against Cagliari and may be considered.
Qarabag arrive at San Siro aiming to make history.
The Azerbaijan Premier League champions are currently on a run of three consecutive draws in the Europa League. And they are striving to become the first team from Azerbaijan to win a UEFA group stage game.
Gurban Gurbanov's men head to Italy in fine form with three straight league wins under their belt.
Qarabag will be buoyed further by the credible 0-0 draw secured at home to Saint-Etienne on matchday one and, despite being underdogs for the Inter clash, Albania international defender Ansi Agolli is positive about their chances.
He said: "Things happen in football, so you never know.
"Who would have thought our national team would beat Portugal in an away game? But we did.
"So Qarabag can dream about prevailing at Inter."
If they are to do so, Gurbanov will have to do it without long-term absentees Danilo Dias and Chumbinho, while key forward Reynaldo remains a doubt.