Zabaleta himself created unwanted history on a dismal day for City at Wembley as he became only the third man to be sent off in a cup final as the Blues lost 1-0.
"It was one of those days I think. We tried to do our best but the team looked without passion, desire and it was difficult to find an answer why everything went wrong," Zabaleta said.
"The only thing we can say now is congratulations to Wigan, they played better than us and they deserved this."
The Argentina defender, arguably City's best player this season, was dismissed for a second bookable offence after hacking down Callum McManaman moments before the unheralded Ben Watson headed a last-minute winner.
City had hoped for a consolation victory after disappointment in the Barclays Premier League title race but, after a build-up overshadowed by speculation over manager Roberto Mancini's future, they suffered one of the great cup upsets.
Zabaleta denied the rumours that surfaced on the eve of the game suggesting City were lining up Malaga coach Manuel Pellegrini to replace Mancini had anything to do with the subdued performance.
The 28-year-old said: "It doesn't affect the players. We are now in a bad situation because when you look at the team you expect City to win a trophy.
"It was the only opportunity for us to lift a trophy and now we will see what happens in the future."
City had their moments in the first half when Yaya Toure and Carlos Tevez both forced Joel Robles into good saves. But Wigan, belying their relegation difficulties, always looked the more penetrative and inventive side and in McManaman and Shaun Maloney had two of the most dangerous players on the pitch.