Sporting are currently fourth in the Portuguese league, 14 points behind Porto, and suffered a shock loss to struggling Setubal at the weekend.
Mancini said: "I played here five years ago with Inter in the Champions League and we lost. We had the same situation the day before.
"I don't think an easy game exists in football, in the Europa League. Every game is very difficult.
"If we want to win tomorrow we should play very well and have good concentration for this game.
"Sporting Lisbon are a good team and play very good football."