Victory over Wolves kept them clear at the summit.
But Dzeko says: "My dream is to win the Premier League title. After we won the FA Cup last season, this is our target. But there are still a lot of games to play.
"We've played 10 games and we have five more points than United, and for me they are still favourites for the title. We're growing up every game, but United are United.
"Nine points ahead of Chelsea after 10 games is fantastic. Nobody expected that but nothing is finished. It's not just between us and Man United."