The Italian is believed to want Liverpool defender Daniel Agger, plus midfielder Daniele de Rossi, having already given up on first-choice target Robin van Persie, who seems to be bound for Manchester United.
"After four months, I don't know what to say. You need to ask Brian Marwood," said Mancini.
"I am not the sporting director. I can't say anything about players."
Asked whether he was happy with the management structure at City, in which Marwood determines the overall policy, Mancini replied.
"I am not happy - but I don't know what to say."