The Italian took temporary charge of the first-team on Tuesday night as they lost 2-1 to Oldham Athletic in a pre-season friendly and told Goal.com that he believes the players are up for the challenge.
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"We want to show how strong we are," he said. "I don't think we need to change our mentality because we already have good, experienced players. Strong players. But we know that everyone wants to win against us – that is what happens when you win trophies.
"If you want to win again, you need to be strong and you need to work hard all the time, whether that's in training at Carrington or out on the pitch. That's what we're aiming to do. We won [the league], but we have to look forward to the next challenge. It's not easy, but if the team can perform like they did last season we hope that we can win again."
Lombardo played alongside manager Roberto Mancini at Sampdoria in the early 1990s – he later had a brief spell in England with Crystal Palace between 1997 and 1999 – and joined City's coaching staff two years ago.
As Mancini was travelling back from City's last tour match in Malaysia, Lombardo was entrusted with giving run-outs to Joe Hart, James Milner, Joleon Lescott, Gael Clichy, Samir Nasri and Nigel de Jong – all returning to action having rested after their Euro 2012 exploits.
"It was important – not the result, but because we are trying to improve players' fitness," he added.
"That was the job here. Yes, if you win, it's better. But for me it's important for the players to gain time playing and it was good to have these players back."