The Danish centre-half has been the subject of speculation linking him to a number of major European clubs, including Premier League big spenders City.
But new boss Mancini has played down such reports and insists he is focused on other things.
"For now I am in retreat with the team and I have to think about other things," he told mediterraneonline.it.
"Does the Danish defender interest us? Currently we have other thoughts. We don't think of Kjaer."