Balotelli played for Mancini at City and Inter Milan.
"I said goodbye to everyone at the meal in London before the game at Queens Park Rangers," the youngster told mcfc.co.uk in a farewell interview. "It was a very emotional for me.
"I spoke with Roberto before I went to speak to the players. We spoke for some time about lots of things. He was sad, and I was too. But it was a good conversation.
"I love Roberto, he has been very important for my career, and I will always thank him for having trust and faith in me."