The 45-year-old has big plans for City but wants to take charge of the national team in the future.
"I work 18 hours a day to achieve an aim," he told Italian magazine Chi.
"In a couple of years, Manchester City has to win, like any other club where I have been.
"Now I'm only thinking of City.
"I will be here many years but one day I would like to return to Italy and guide the national team, I don't deny it."
However, he did not hear anything from England coach Fabio Capello.