City remain strong in the Premier League, but they are facing Champions League heartache for a second successive season - however, Mancini believes it takes time to learn how to compete in Europe.
"Yes this is normal," said Mancini. "But we are a good team. This is only the second time in the Champions League for us.
"For Chelsea to win the Champions League took them 10 or 11 years. But for those 10 years they were still a fantastic team.
"But if we want to say to our supporters, 'OK now we are ready to win the Champions League', then it's not true.
"We can play better but there are other teams who have always played in the Champions League and sometimes they don't play well too.
"In two years we've won three trophies, so we've done well. Everyone that works with us knows we need time.
"We won the title last season but we need to work, we need to improve, to learn other things."