Watford boss pinpoints the reason behind Sunderland's success
The Black Cats were let off the hook by the wasteful Hornets in the first half before Patrick Van Aanholt scored the game’s only goal just after half-time.
And for Mazzarri, the failure to take chances was key to his side’s defeat.
The Italian also said Sunderland were difficult to play against after a goal which he felt "motivated" them.
"We cannot miss all the chances that we have created," he said.
"We know that in the Premier League if you miss these you chances you can get punished. That’s football and that’s what happened today.
"If we look back at the first half we didn’t concede many chances and we created a lot.
"The only thing we were missing in their area was the final decision and the final pass.
"The other teams I see, when they get to the final 20 metres they manage to score on clear occasions and we don’t, so this is something we need to work on.
"If you look at the game against Everton we had some changes and (Stefano) Okaka took them.
"Today the chances were much easier but if we don’t score, we don’t win."
The Watford boss was also keen to praise Sunderland, who he felt were a difficult opposition to face after they opened the scoring early in the second half.
"In the second half we played well as well because it was not easy, especially after the Sunderland goal because they were motivated.
"We had to stop that and at the end we didn’t manage to take any of the chances we had."