Mancini did not deny reports that he spoke to the Ligue 2 club last season and said he was "close to seven or eight teams".
When asked for clarification at a press conference on Monday morning, Mancini said: "I don't understand why you continue to ask me (about) last year, last month. This is finished. Why? Why, for which reason? Why do you continue to ask me, 'Last year you had a chance to go'?
"I stay here because my work is here. I worked for two years. I built with the chairman and the owner, this team. We won three trophies in two years. For 50 years we didn't win. Never."