City used zonal marking during Roberto Mancini's time in charge of the Etihad, but Pellegrini prefers his players to each pick up a player when defending free kicks and corners.
Zabaleta believes that adapting to new ideas contributed to their downfall last weekend, while admitting personal responsibility for failing to stop Frazier Campbell finding space to score on two separate occasions in the second half.
He told The Guardian: "Two goals from set pieces for us is hard. Obviously we've changed compared to last season because we were doing zonal, now it's individual marking in the box. Sometimes it's hard. Campbell was very strong in the air and that's it.
"It was a typical game away. Defensively they did well, they closed the space and they didn't give us the chance to create many chances. It was a difficult game for us. We didn't defend well on set pieces and it cost us the game.
"We are disappointed because we lost the game. But I think we created enough chances maybe to get some points. We need to give credit to them because I think they did well."
City now turn their attention to another clash against a newly-promoted side this weekend, as Hull City visit the Etihad on Saturday evening.