Icardi struck twice in victory over Empoli to finish the season with 22 goals.
Mancini said, "He proved how much he has improved, week by week. He could've had four goals tonight. If he works like this, he is a great player.
"I think Icardi is destined to be one of the best in the world, as he has such room for improvement on every level.
"I'd like him to stay and the same goes for Mateo Kovacic. I want a strong squad, preferably with those two in it. After that, I don't know how the transfer market will go."