While Europe might seem the next logical target, Mancini is setting no bold targets for this particular season.
Speaking at the Bernabeu Stadium ahead of his side's mouth-watering Group D opener against Real Madrid, Mancini said: "If you drive a Ferrari you can win, if you drive a Fiat Cinquecento, probably not.
"In the past we have been working for this. I think we beat good teams but we have played together for two years and we needed time.
"I am sure we will arrive to win this trophy in the future. I do not know when, but I am sure because we are working for this.
"If we want to improve every year it is possible."