The 29-year-old German made the remarks after losing 7-6 (7-5) 6-2 to Italy's Lorenzo Musetti at the Paris Masters on Wednesday. The defeat marked his first appearance since reaching the top of the ATP rankings for the first time in his career.
Zverev said he was disappointed by the reaction to his achievement, arguing that becoming world number one is a milestone every professional tennis player dreams of reaching.
"I don't think anybody had to explain themselves as much as I had to do in the last couple of days, which for me, is annoying, to be honest," he said.
Despite his impressive record against lower-ranked opponents, Zverev's performances against the world's leading players have attracted attention. He has recorded 62 victories and eight defeats against players ranked outside the top 10 this year, but has won only three of his 12 matches against top-10 opponents.
His rise has also coincided with injury setbacks for Carlos Alcaraz and Jannik Sinner, who had dominated men's tennis by sharing the previous nine Grand Slam titles before the French Open. Sinner defeated Zverev in last year's Australian Open final and has won their past 10 encounters. He has been sidelined since Wimbledon with a knee injury and subsequently dropped to second in the rankings.
Alcaraz has also missed significant portions of the season with a wrist injury. Zverev has lost four of their last five meetings.
Nevertheless, the German believes his achievements justify his ranking. He won the French Open and US Open titles this year, alongside reaching the Wimbledon final, where he lost to Sinner.
Zverev's promotion has also revived attention around physical abuse allegations previously made by two former partners. He has consistently denied the accusations and maintained that they are baseless.
After receiving his world number one trophy in Paris on Monday, Zverev was given a first-round bye before facing Musetti. Reflecting on the defeat, he admitted his performance was below standard.
"To simplify it, he played really good and I played really bad," Zverev said, describing it as potentially one of his worst performances in recent months.
