The Buccaneers seem to be enjoying cup competitions as they have already won the MTN8 and are also doing well in the CAF Confederation Cup, scoring goals for fun.
But in the DStv Premiership they produce different displays, which has seen them lose ground to league leaders Mamelodi Sundowns.
Zinnbauer, speaking after their dominant 3-1 victory over Maritzburg United in the Nedbank Cup, said he does not know why they are struggling in the league compared to cup competitions.
"I don't know where the difference is, because as a coach you want a 100 percent performance from all matches," Zinnbauer said during the post-match press conference.
"But maybe the cup game is like a final. The team is always ready to win. I think they need this pressure for all the matches."
With their inconsistent performances, there has been a lot of criticism coming from the fans and the German coach says they are trying by all means to make sure everyone associated with the club is proud.
"There's always improvement, we are moving forward and have good players, good structure, we are a top team and we know in football it's not easy to compete with other clubs, but we can't make that as an excuse," he said.
"Even though we have so many injuries, we are still performing very well, the players are working very hard to make sure fans are proud. We fight for everything and the supporters understand that a lot of players are injured. I hope the players come back so we can have more choices up front.
"I know it's difficult but in football you fight and next week we move to the league and we hope to get three points because when we do well, it's good for us."