It has been reported that the Italian, prior to guiding City to the Barclays Premier League title, spoke to the wealthy Ligue 2 club with a view to joining them this season.
He went on to sign a new five-year contract at City over the summer and he insists he is happy at the Etihad Stadium.
Mancini, who was linked with other jobs last season including that of Italy national boss, said: "Last year I was very close with seven or eight teams but I prefer to stay here.
"I have worked well here for three years. If someone thinks we didn't do a good job - we won three trophies in two years. I am very happy we worked well.
"Now, the next three or four years will be very important for us."
Mancini had just one year remaining on his previous deal when he agreed his new one, but insists he was never uncertain about his future.
Mancini, who guided City to the title after they had trailed by eight points with six games to go, said: "No, my future, I thought always this (that he would stay).
"I signed a contract for the next five years because I believe in this squad, because I can work with serious people like the owner and the chairman.
"To work with these people is fantastic. In football it is difficult to find people who work well with the manager.
"For me it is a fantastic situation. Now, I think we have time to improve and build a team."
City's off-field set-up has changed since last season with the arrival of Ferran Soriano as new chief executive and the appointment, last weekend, of Txiki Begiristain as director of football.
Both enjoyed considerable success together when working in comparable roles at Barcelona.
Begiristain's appointment has been interpreted in some quarters as a blow to Mancini, as the Spaniard will have control over player recruitment.
But the manager said: "I am very happy. He has a lot of experience with a top club like Barca.
"If we did well in the last two years, I think we can do better in the future.
"It is very important for this reason. He worked with Barca and won everything with this club.
"He built a fantastic team with Barca and for this reason I think, for us, he will be very important."
In terms of current players, Mancini has expressed hope defender Micah Richards might be back in action much sooner than previously reported.
Richards said he feared a lay-off of 12 to 16 weeks after undergoing knee surgery following last week's win over Swansea.
But Mancini said: "I think maybe - it is my opinion - three or four weeks. I read three months but I don't know why. One month - maximum.
"It is not bad. Maybe in three or four weeks he can start to play.
"He put only two stitches in his knee. For this reason, maybe four weeks."
Richards went down in agony late in the game against the Swans and was carried off on a stretcher wearing an oxygen mask.
The 24-year-old had been in just his fourth game since recovering from an ankle injury sustained playing for Great Britain at the Olympics.