City slipped to their fourth away defeat of the campaign at at the Stadium of Light, with Manuel Pellegrini's side conceding 10 goals in six games on the road so far this season.
Zabaleta believes that watching Chelsea, Tottenham Hotspur and Arsenal all drop points last weekend only adds to the disappointment of their efforts on Wearside, while eyeing a positive response against Spurs after the international break.
He told the Daily Mail: "When you have a defeat like this, you want to play as quickly as you can, but we now go into an international break. After that we will face Spurs at home, which will be a crucial game for us.
"We are so disappointed. We had a great chance to reach third position, especially as we knew beforehand that Chelsea had dropped points on Saturday and that Spurs had lost just before us.
"It was a great opportunity, but unfortunately we didn't take it. After going ahead, Sunderland defended with 11 players behind the ball and closed the space every time. We had no space to create chances. But we need to focus on what we are doing and that means improving our performances away."
Pellegrini's men slipped to eighth in the Premier League with the Sunderland loss, six points off the pace set by leaders Arsenal.