Mancini must guide his City team to only their third away win in seven European matches on Wednesday if Real Madrid and Borussia Dortmund - who meet in Spain - are not to move clear in the two qualifying places.
Mancini said: "We can lose our chance here, even if we cannot allow ourselves to think too much before the game.
"It has been frustrating so far but we must take our chance. In Madrid it was difficult because to play there is very tough and then against Dortmund we played a bad game. But we have four games left in the group."