City fought their way back from 2-0 down to level the scores with minutes remaining but lost out as Robin van Persie struck home a 90th-minute free kick.
And the Italian was at a loss as to how his side conceded the late goal, but had harsh words for the porous defensive wall.
"I don't know why [this happened],” Mancini told The Sun. “I understood before that the free-kick was dangerous. I don't know why it happened.
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"The player shooting was Van Persie and he hit it very well. I called Carlos to return to the wall but I was too far away on the bench.
"We made a mistake and only put three players there. Actually we had only had two-and-a-half players there. We didn't cover very well.
"I think the wall should have been better. I think in the last second we should pay more attention to this situation.
"If you need to put your face there, you need to put your face there."