Mancini enraged Wenger on Saturday when he admitted in a television interview that he hoped to sign France midfielder Nasri "by the end of the month."
The Italian manager's comments broke the unwritten rule that managers never speak publicly about their interest in other teams' players and Wenger gave a scathing response.
Wenger accused Mancini of lacking respect and breaking the "basic rules of football" by being so blatant in his desire to tempt Nasri to Eastlands.
But Mancini, who also went public with his interest in Atletico Madrid forward Sergio Aguero in the same interview, was surprised by Wenger's outburst.
"I said only that Nasri, (Sergio) Aguero are two good players and I said also that Nasri is under contract with Arsenal," Mancini said on Sky Sports News on Sunday.
"I don't know why he's upset. Because the question was about some good players, I say it like this.
"I said also that Nasri is under contract with Arsenal and it's difficult. Only this."