The Argentine came on for David Silva in the 62nd minute of City's 3-1 win over West Brom in their Premier League clash for an emotional farewell to the home support.
Zabaleta is set to move on at the end of the season, after spending nine years at Manchester City, and is proud of what he has achieved at the club.
"When I first came to Manchester I never thought it would be that long to be honest," he told Sky Sports. "Being here from day one is something that has made me feel very proud. It's been a wonderful nine years.
"In life at times you have to make tough decisions and I always think the best for myself, for the family and for the club especially. I feel it's the right time for me to go on but believe me, I love this club so much.
"Thank you to the fans, to everyone... because they made me a better player and a better person and it was a big pleasure to play for the shirt.
"It was so tough to play that half-an-hour. So many emotions, moments, all the good memories came to my mind but like I said before it is something that I'm so proud of. What I have done for the club is just what every single player should do for the team they are playing for.
"So proud to have been [involved] in probably the most successful period in City's history, so thanks so much."
He added: "I've been so lucky to play alongside great players ... it was an absolute privilege.
"I will enjoy my last few days with the club, there's still one more game left to play. I wish all the best for this football club."