The Argentinian defender was part of the Espanyol side that lost to Sevilla in the UEFA Cup final in 2007. And he feels City can fulfil his dream of picking up a winner's medal in the re-branded competition.
Roberto Mancini's side are in sight of the round of 32 as they look to complete the double over Red Bull Salzburg at Eastlands.
Zabaleta, available again after suspension, said: "Can we win this competition? Yes, of course. No matter what some people say, throughout Europe this competition is seen a being prestigious. There are some great teams involved.
"The Europa League is a great chance to show we are capable of winning titles. We have to believe we have a great chance.
"It will be a difficult game against Salzburg but we have a strong possibility of being in the next round and that is our immediate aim."