City put themselves within three points of the Barclays Premier League summit thanks to an easy 3-0 win over neighbours United on Tuesday.
Zabaleta was in the thick of a physical battle between the two sworn enemies.
The City full-back thought Marouane Fellaini was lucky to receive a yellow card instead of a red for an elbow on him in the first half.
And Zabaleta thinks United could have ended the match with nine men because of Welbeck's late challenge on him in the first half.
"They were two bad challenges," the Argentinian said.
"I saw them on TV in the dressing room. The first one was a very dangerous tackle by Welbeck, I was very lucky to be honest because I could have broken my leg.
"The second one was an elbow by Fellaini. It was also a red card but at the end of the day we should respect the referee's decision."
The Scot said in his pre-match press conference that there was not that much difference between the two teams, but that theory was shot to pieces when Edin Dzeko scored in the first minute.
Dzeko, who added a second after the break, and third goal scorer Yaya Toure were far better than any of the United players on show while David Silva also excelled in midfield.
There was no doubt what the victory meant to Zabaleta, who has been at City for six years.
"We need to celebrate - today Manchester is blue!" he said.
City will be three points clear of Chelsea if they win their two matches in hand, but Pellegrini is not getting ahead of himself just yet.
"It is very tight at the top, it is important to not think about other things," the City boss said.
"The only way to do it is to have it in your mind that you must continue to get three points from the next game."
- Sports & Recreation
- Marouane Fellaini