While the North West side are becoming a dominant force in the Premier League, Man City lack a wealth of trophies and Mancini believes that the Citizens cannot afford to let any opportunities of silverware slide as they prepare to face Liverpool in the Carling Cup semi-final.
"We are not a Manchester United and we are not Chelsea," said Mancini. "We need to win everything, if possible. It is important because we are in the semi-final and we are very close to Wembley. We want to play the final, if it is possible.
"Maybe in England the Carling Cup is regarded as the last trophy, after the Premier League and the FA Cup. But when you are there, you want to win. It is normal. It is another trophy for us to go after.
"If we win this trophy, it can be an important thing for the last three months of the season."
City host the Reds at the Etihad Stadium tonight for the first leg of the semi-final battle.