Mancini said: "It is difficult not because we lost - we can lose against a side like Real Madrid - but because with four minutes to go it was 2-1.
"This is strange. I think we need to improve this situation.
"Sometimes we go too deep. We made some mistakes and I don't want us to continue defending like this.
"In the first half they played better than us but in the second half we played well and scored two goals.
"When you score two goals here and are 2-1 you should pay more attention."