The Manchester City full-back and his teammates are preparing for this afternoon's last-16 clash against Switzerland as they bid to reach the quarter-finals.
To get this far, Argentina have taken maximum points from their Group F campaign, with Lionel Messi finding the back of the net four times.
"We should be happy with our results so far," Zabaleta told FIFA. "It's not easy to take nine points from three games at the World Cup.
"What's most important, though, is that we're improving as the tournament progresses. Against Nigeria we played better than we had in the previous two games, which was our objective. From now on the slightest mistake can send you home."
Nigeria also qualified to the knockout rounds from Group F, but were knocked out by France in a 2-0 defeat on Monday.