"The regret is that we never won an official game, but I am proud that we never used a naturalised player," said Mazza, Europe's longest-serving national team coach.
"The team has improved in recent years and also we play with courage."
Mazza took over in 1998 and led the team from the microstate, which has a population of 32,000, through the qualifying competition for eight tournaments.
They finished bottom of their group on each occasion, losing 75 of their 76 matches.
San Marino, joint bottom of the FIFA rankings alongside Bhutan, Anguilla and the Turks and Caicos Islands, made history in 2001 when they held Latvia to a 1-1 away draw in a World Cup qualifier.
"It was an epic draw but illusory," said Mazza. "It was still the beginning for me and that point made me think that everything would be easier than it turned out."
Mazza celebrated his only win when San Marino beat Liechtenstein 1-0 in a 2004 friendly, while a 2-2 draw against the same opponents one year earlier, the only other time Mazza's team avoided defeat, was the only match in which they scored more than one goal.
Their heaviest defeat was 13-0 at home to Germany, one of three occasions on which they were on the wrong end of a double-figure scoreline.
(Writing by Brian Homewood; Editing by Ed Osmond Reuters Messaging: brian.homewood.thomsonreuters.com@reuters.net. To sign up for our Global Sports Forum chatroom, click on https://forms.thomsonreuters.com/global_sports_forum
(Reporting by Brian Homewood)
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