The 27-year-old joined Pep Guardiola's side in the summer and had made seven appearances in all competitions without scoring.
However, against Neil Warnock’s men, the winger, on as a substitute, scored a brace to help the Citizens wrap up a comprehensive victory at the Etihad.
Impressed by the feat, the former Le Havre winger took to the social media to express his feeling.
"Massive win today! Five goals and [a] clean sheet,” Mahrez tweeted.
"Happy to get my first goals for the club, Manchester City."
With the victory, City maintain their second spot in the league log with 16 points from six games.
Mahrez will look to keep on with the goalscoring form when Manchester City test Oxford United for size in Tuesday’s League Cup outing.