The Italy forward, who was on target for the Azzurri against Denmark on Tuesday, revealed his relationship with his club manager remains strong despite reports he may leave England.
Balotelli told Rai Sport: "With Mancini all goes well, we have a good relationship even though someone always tries to put discord among us. We love each other."
But the 22-year-old suggested he did not welcome the remarks of football administrator Brian Marwood who accused him of being a poor role-model at the weekend.
Balotelli added: "I'm fine at Manchester City even though there are people who like to talk in the newspapers, instead of saying certain things to my face. I don't give a damn."
The former Inter man was in fine form for Cesare Prandelli's Italy side against the Danes on his return to San Siro, scoring one and setting up Riccardo Montolivo for another in a 3-1 win.
"I felt shivers returning to San Siro," he said. "This is the most beautiful stadium. If it was full it would have been even better.
"With the national team and with City I'm getting better in terms of work-rate and commitment. I always try to be humble."
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