The 23-year-old insists that patience is the key, having yet to make an impact at the Etihad Stadium following his move from Swansea City in the summer transfer window
The 23-year-old made only his second start for Roberto Mancini's men since joining in the summer from Swansea City in the 1-0 Champions League defeat to Borussia Dortmund, a result which saw City knocked out of European football.
"There has always got to be patience," Sinclair told the club's official website.
"Playing in a great side, there has got to be patience for me, so I've got to take every training session as it comes and when I get my chance I've got to prove myself.
"I'm taking every training session step by step and hopefully, when I do get the chances to play, I've got to go out there and show what I can do. I knew when I came to City that there would be a patient waiting game for myself.
"It was great that I started the game and to get my experience in the Champions League but obviously I'm disappointed that we lost the game and all the players always go into the game to win.
"All the players have a winning mentality," Sinclair added. "Every game we play we want to win.
"Now we move on and hopefully make sure we do better in the Premier League."