The Hornets secured a 2-1 victory over the reigning Premier League champions last Saturday, a result that saw them move up to eighth in the league standings.
Mazzarri's men have only lost one of their last six top-flight matches and the Italian wants his side to replicate their performance against the Foxes when they take on Stoke at Vicarage Road on Sunday lunchtime.
"Now we have to continue getting the positive results, and this is what an important team has to make the next big step," Mazzarri said.
"We have to go onto the pitch angry as when we went against Leicester, and always thinking that we lost the previous game, so we have to come back as angry as we were then."
Watford changed their shape for last weekend's clash with Leicester, reverting to one up front, with misfiring forward Odion Ighalo dropping to the bench, but Mazzarri refused to reveal what formation his side will adopt against the Potters.
"To say that we play with one or two strikers, it is very difficult to confirm," he added.