Manuel Pellegrini's men lifted their first silverware this term at Wembley by beating Sunderland 3-1 in the League Cup final, after goals from Yaya Toure, Samir Nasri and Jesus Navas ruled out Fabio Borini's opener.
But, within weeks, City found themselves out of the FA Cup, being knocked out by Championship side Wigan - who also beat Man City in last year's final - and out of the Champions League after a 4-1 aggregate defeat to Barcelona.
Now, all City can aim for is the Premier League title, although league success would still leave Pellegrini's side with a domestic double - something that hasn't happened during Zabaleta's time at the club.
Interestingly, the 29-year-old Argentine defender feels the belief Manchester City showed during their second-leg loss to Barcelona is what could land them the title - despite the fact that Zabaleta himself was sent off in the second half.
"We had determination and character in the Camp Nou. It is never easy to come to Barcelona and get the result that we did," the full-back told reporters.
"We should learn about all these things. I am 100 per cent sure if we keep playing like we did there we can win some trophy.
"Hopefully we can keep playing with that intensity. We know the only trophy we go for now until the end of the season is the Premier League.
"We know how tough Hull away is [on Saturday] but we have a fantastic team.
"It is just belief and playing with intensity. With this team, playing the way we did on Wednesday, we can beat anybody."
In their bid to win back the Premier League, Man City are yet to travel to Old Trafford, Anfield, the Emirates Stadium and Goodison Park.
During those trips, Zabaleta and co will have to improve on their recent league form, with City having won, drawn and lost once in their last three games.
Their last clash with a title rival, meanwhile, resulted in Chelsea ending their 100 per cent league record at the Etihad Stadium. The pressure is well and truly on.
Will Manchester City win the Premier League title?