City fired Mancini from his managerial post in May, after the Italian had guided the Citizens to a first-ever Premier League title and an FA Cup during his near four-year stint at the Etihad.
Mancini, who finished second in the league and runner-up in the FA Cup in his final year, insists that he did not expect to part ways with City whatsoever.
"I was hurt," ESPN quotes him as saying. "I thought I deserved more respect for what I did for City. My staff and I did an extraordinary job in three and a half years.
"The club hadn't won a title for more than 40 years. I won a league, an FA Cup, a charity shield and in the worst year, the last one, I lost a final and finished second.
"The numbers are clear. I still don't have a motivation for this sacking. Anyway, I'm proud of my work."
Mancini joined has previously managed Fiorentina, Lazio and Inter Milan.