Last week Mancini did not deny reports that he spoke to the Ligue 2 club last season and said he was "close to seven or eight teams".
That remark has been interpreted in different ways, with the manager having given no indication as to whether he was joking about the speculation or whether he really had spoken to several other clubs.
When asked for clarification at a press conference on Monday morning, Mancini said: "I don't understand why you continue to ask me (about) last year, last month. This is finished. Why? Why, for which reason? Why do you continue to ask me, 'Last year you had a chance to go'?
"I stay here because my work is here. I worked for two years. I built with the chairman and the owner, this team. We won three trophies in two years. For 50 years we didn't win. Never."
Mancini stayed at the Etihad Stadium and guided City to their first league title in 44 years. He was rewarded for that success, which followed FA Cup triumph in 2011, with a new five-year contract.
Despite that there has been conjecture about his future and the surfacing of stories claiming a past link to Monaco overshadowed the build-up to Saturday's Barclays Premier League game at West Ham.
It is a matter that is clearly now irritating the 47-year-old as he tries to prepare for a crucial Champions League game against Ajax.
Continuing his outburst, Mancini, who banged the table with his hand, said: "You need to have respect for the people sometimes. I don't understand why you continue to ask me this. Why?
"You asked me one question. I am polite because I answered your questions.
"I didn't answer because I was there to talk about West Ham. I am polite because I answered, I said it is true - every year I can have two or three new situations where I can go (but) I want to stay here.
"I decided to stay here because I worked for two-and-a-half years, I worked hard. The future will be easy because when you have a new team the strong work is the first few years when you need to build your team.
"But we won three trophies in two years. I think you should have respect for this, for me, for the club, for the players. I don't understand why every time we talk about this."
Mancini, who took charge at City three years ago next month, remains in a strong position but pressure has increased after a poor start in the Champions League this season.
City have collected just one point from their opening three games and face an uphill task to reach the knockout stages.
Victory over Ajax at the Etihad Stadium is crucial to maintaining any interest but Mancini has again responded to critics by pointing out his team are novices in the competition.
City are playing in the Champions League for only the second time and, like last year, they have been handed a particularly difficult group, with Ajax, Borussia Dortmund and Real Madrid all domestic champions.
Mancini said: "In the Champions League there are Real Madrid, Barcelona, Bayern Munich, Milan, Borussia Dortmund, Chelsea, Manchester United that have more experience than us.
"True or not? It is true. Perfect. We play Champions League for the second year, probably we need to work more for this.
"But sometimes you also need to be lucky when there is a draw, because if you take a softer group maybe you have more chance. In these six games you can get more experience for the February stage.
"This time we again took a difficult group and you need to work hard. When you are in a group with Borussia Dortmund, Real Madrid and Ajax, you can go out. It is possible."