Maicosuel struck a 32nd-minute winner at the Stadio Friuli to give Udinese the surprise win in the last-16 clash.
A decision not to award Diego Milito a penalty for a shirt tug left Mazzarri fuming post-game as he hit out at the referee for the second time in four days.
"It's becoming a joke now," he told RAI Sport.
"You too saw the incidents today, so nobody can say 'Mazzarri complains about referees.'
"I don't want to talk about it anymore for the rest of the season."
Mazzarri said he believes his team, who sit sixth in the Serie A, deserved more out of the encounter at Udinese.
"The second half was an Inter monologue," he said.
"We are a work in progress and I had to evaluate a few things, so I needed this game to experiment.
"We were a little shaken up in the first half and suffered (from) Udinese's pressing. The result is harsh on us, but these things happen in football."
Mazzarri insisted Inter are still on track to achieve their pre-season goals, but admitted they were behind where they wanted to be in the league.
The former Napoli coach denied he was yet to prove himself at the San Siro.
"This summer we set certain parameters and we're on track with those. We're missing a few points in the league, but I think we are doing very well," Mazzarri said.
"I don't have to convince anyone, as last season Inter failed to qualify for Europe for the first time in 14 years and it's a sign this club is going through a difficult time.
"People must accept we are a work in progress. We've only lost three games and had a few too many draws, but this squad has a soul and cannot do everything in one year."
