Mancini admits the rout will have raised expectations amongst the fans, but was quick to remind them the season has only just begun.
"We played a really good game against what is a fantastic team," he said.
"I was always sure Dzeko would score a lot of goals for us, he always scored in Wolfsburg.
"The only thing I'm disappointed with is that we conceded. I think we need to pay more attention in this situation.
"This is a very long season and it's important that we started well. The next games will be very hard because now everyone thinks we will score three or four goals, but that is impossible."