Roma drew 0-0 with Inter on Saturday at the Stadio Olimpico with the visitors from Milan claiming a point after a fine performance from goalkeeper Samir Handanovic.
But in a game of few genuine chances, Mazzarri said his team deserved a spot kick early in the second half when Roma midfielder Daniele de Rossi appeared to punch Inter striker Mauro Icardi in the box.
No penalty was forthcoming, however, just like Inter's previous game against Cagliari, where Mazzarri had also claimed Icardi was fouled in the box.
It was Inter's 27th consecutive match without earning a spot kick - they are the only club in Serie A yet to receive one this season - and Mazzarri made it clear he has doubts whether his team will ever get support from the officials.
"Record 38 games without a penalty? We might just make it," the 52-year-old told Sky Sport Italia.
Mazzarri also took the opportunity to call for video replays in football.
"I'm all in favour of using any technological aid that can help to make games fairer and ensure that refereeing decisions affect the outcome as little as possible," he said.
"If there's something that can help the game run more smoothly then I'm all for it. It's not easy but something could be done."
Roma had more of the clear-cut chances to score on Saturday with Handanovic making a number of fine stops to keep the game goalless.
But Mazzarri claimed Inter again showed they can compete with the top teams in Italy and the former Napoli boss is pleased with how his team has performed this season - his first with the Milan-based club.
"We did very well in the first half, we just needed a goal," he said.
"I'm pleased with the way we played at one of the toughest grounds you can play at, along with Juventus.
"We came here to have a go at them. We're looking to build this year and I'm happy with the way the lads approached the game tonight.
"I'm satisfied with what we've done so far.
"If you look at our performances since the start of the season we're perhaps five or six points short.
"There have been lots of times when luck hasn't been on our side and we've picked up less than we deserved – take the Genoa game, for example, and certain matches we've drawn at home."
Inter remain fifth after the draw on 41 points, 17 behind second-placed Roma, while Juventus (66 points) are top.
