Dzeko came off the bench to net an 88th minute winner.
"It's not the first time, but it's a great feeling," he told Sky Sports.
"It shows our character that we are strong even when we are losing. I hope next time we will be winning 1-0 and win the game because this is much harder to play.
"Again from a free-kick we conceded a goal, stupid as against Arsenal, and we have to improve there that is for sure.
"After the goal I think we played better, were the better team over 90 minutes, and at the end we deserved it."
Asked if his efforts will have sent a message to Mancini and earned him a shot at a starting berth in the near future, Dzeko added: "Goals are my message, that is the only thing."