"Saturday will be harder than United," admitted Mancini.
"Stoke are a strong team and a very difficult team. To think they are an easy team would be a mistake.
"If we want to win we need to play very well. We should pay attention in every situation. We cannot concede anything."
On Tuesday, Mancini's side secured a top-four Premier League finish and subsequently a place in next season's Champions League courtesy of a
1-0 home win over Tottenham
The Italian is now keen to follow this up by ending City's 35-year wait for silverware on Saturday.
"We have achieved one piece of history by going into the Champions League," he said. "Now it is time we won a title. It is important we start to do this as quickly as we can."
The 46-year-old former Fiorentina, Lazio and Inter Milan boss recognised that the FA Cup holds a more prominent place in English football than its equivalent - the Coppa Italia, which he won six times as a player and four times as a manager - does in Italian football.
Cup final fixture clash dismays Pulis
"I'm excited by this and very proud for my players," he said. "I always saw this game on TV in Italy - Manchester United against Chelsea and I watched when Harry Redknapp won with Portsmouth.
"This is a very important moment for me in my career. The FA Cup is very important, it is my first final [in England] and the first time Manchester City have been in it for a long time. It will be a special day.
"Our target was the Champions League and after that we wanted to get into one of the finals. We are in the FA Cup final. It's a good moment for us.
"In Italy, the cup final is only important when you arrive in the semi and final. Before it is not important in the early rounds like England. They don't have this importance."
He also suggested that he agrees with Tottenham boss Redknapp, who this week said the game's authorities had made a mistake by scheduling four Premier League fixtures on the same day as the Cup final.
This could lead to a situation whereby Manchester United clinch the league title by claiming the point they need at Blackburn, minutes before the sides take to the field at Wembley.
"I read what Redknapp said about this situation," Mancini added. "It is the first time I have seen this and I will be focused on the game anyway, so it doesn't really affect me.
"But I understand the Cup is very important and it is not good to play other games on the same day."
Chris Bevan's blog
“There would be a certain symmetry if Patrick Vieira were to bid farewell after helping City win the Cup - that was the way he signed off at Arsenal”
The clash has been caused by the Champions League final being played at Wembley on 28 May and Uefa demanding no matches should be held at the stadium for two weeks prior to that meeting between Barcelona and Manchester United.
Stoke boss Tony Pulis feels the scheduling is indicative of the position the FA Cup holds in English football at present.
"I think it's wrong," he said. "It puts into place everything that is happening in English football. It is international football first, Champions League second, Premier League third and the FA Cup is fourth at the moment."
Football Association chairman David Bernstein believes the same situation of league fixtures taking place on the same day as the FA Cup final could take place next season because of the 2012 European Championships.
"We won't be able to have the game at the end of the season next year because of the European Championships and the need for the gap between the league and Euros," he said.
"In the course of time, and it won't be next season - I can say that now unfortunately - we will certainly be looking to get the FA Cup on its traditional day."
Pulis is in no doubt what victory against City on Saturday would mean to his club.
Since gaining promotion to the Premier League in 2008, Stoke have established themselves in the top flight but during their 148-year history they have won just one trophy - the 1972 League Cup.
They head into Saturday's final on a five-game unbeaten run that includes the 5-0 semi-final win over Bolton and a 3-1 win over Arsenal last Sunday.
"You would not have dreamed of it a few years ago - Stoke in an FA Cup final, perhaps finishing in the top 10 of the Premier League and being in Europe. It is a bit special," said Pulis.
"If you had said to me at the beginning of the season we would be in the final, I would be doing somersaults. We will just make sure we enjoy it."
Stoke are assured of a place in next season's Europa League, whatever the result on Saturday, after Manchester City booked their place in the Champions League.
Mancini admitted that he hopes to use the lure of playing in European football's premier club competition to attract further playing talent to the club in the summer.
"And Messi and Ronaldo," he joked when told he had been linked with Xavi, Zlatan Ibrahimovic and Jack Rodwell.
"This year we will play in the Champions League so it will probably be different," he added. "Now, maybe it will be easier to take good players because all the good players want to play in the Champions League."
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