The 'Hammers' have mustered just two wins from 14 games so far this campaign and are currently occupying one of the three spots in the Premier League relegation zone ahead of the trip to the Etihad to take on league leaders and Zabaleta's former side Manchester City on Sunday.
Slaven Bilic was of victim of the club's poor form, with David Moyes parachuted in to replace the Croatian, but the Scot has yet to taste victory in his spell in charge after registering a draw and two defeats in his first three games at the helm.
Speaking to 'Sky Sports' ahead of the game against City, Argentine Zabaleta said that it was time that West Ham's players step up and accept the blame for the club's dismal form, rather than let the manager take the burden.
"When David Moyes came in, it seemed like, at that time, something needed to change," he explained. "In football when a manager doesn't get results, he's probably the first person to pay the price. In some ways he has a positive impact on the team and the reality was we lost two games and we drew one against Leicester.
"As players we must take some responsibility. New manager, but the same mistakes that we've been doing for the whole season. It's about confidence, winning one or maybe two games in a row and getting everything on track again - he makes the difference for sure.
"At the moment, he's not worried about lack of quality because we have good players, but at the moment [the mental side] is the key factor. To let the players know we need to improve as a team by giving everything in the game, by being tougher, tracking back, being harder to beat - he is insisting on this."
Having joined the 'Hammers' from Manchester City in the summer, Zabaleta admitted that he was not expecting his new employers to struggle quite so much and called on his team-mates to improve their performances if they want to continue being able to call themselves Premier League players.
"The situation at the moment is not what we expected at the beginning of the season," he admitted. "There are so many things we have to change if we want to be a Premier League team next season. When you lose 4-0, it's a big defeat - it's massive.
"Individual performances have not been great, this is difficult then to have a collective and, as a team, look solid, strong. We need to step up. This is something we were saying a few weeks ago, and then, after some games like Everton, you feel that all what we've been saying, all the work didn't work out in the game.
"I think it's about confidence. I can't find anything different other than being concentrated going into the game, focus on your job because if you look at the players we have in the squad, they all have huge experience in the Premier League and different competitions; you expect that team to do better."
"You cannot make those mistakes week in week out. It's hard to understand and to accept because, before the games, we talk about the first 15-20 minutes and trying not to concede goals and then, in the game, first ball into the box, we concede goals or we make some mistakes - a little mistake that is costing so many points."
Finally, Zabaleta admitted that he was looking forward to returning to the Etihad for the first time since ending his nine-year association with the club in the summer, saying: "I think it's going to be a bit weird [going back], a bit strange. It will be the first time I'll go back to a former club, but especially at City as it's where I spent most of my career. As a player, I grew up with the club."