However, the ball appeared to clip the defender's leg before it bounced up onto his arm.
To make matters worse, City striker Edin Dzeko was brought down in the penalty area earlier in the match with nothing given.
"It was impossible that it was penalty," Mancini told Sky Sports News. "Micah can't cut off his arm because the ball touched his leg before. It's impossible to concede a penalty like this and not give one with Edin Dzeko. For Edin, I am 200% sure it was a penalty."
City will now turn their attentions to a Premier League match at Everton on Tuesday.