The Citizens got the better of Arsenal 6-3 at the Etihad Stadium in the Premier League on Saturday and continued to attack even when they were 3-1 and 5-2 ahead.
"For me it is very important to be an entertaining team," BBC Sport quotes the Chilean as saying.
"Every manager can think the way they want and maybe some managers prefer to score one goal, then get the whole team back and counter-attack.
"Our philosophy is to continue trying to score more goals because it is the best way to win - playing well and scoring goals."
City are currently three points behind leaders Arsenal in third place.