Balotelli was selected ahead of Carlos Tevez to start up front in the 3-2 defeat to Manchester United but produced an anonymous display and was replaced by the Argentinian early in the second half.
That led Mancini to say: "When you have a player that has Mario's quality, you cannot understand why he continues to throw it out of the window."
Those remarks in turn fed speculation over Balotelli's future at the Etihad Stadium, with reports the former Inter Milan frontman could return to the San Siro in a loan move to AC Milan.
But Mancini told La Gazzetta dello Sport: "Balotelli has enormous quality, he is not for sale. He is a player of 22 years old who has the quality to change a game at any time. I hope this moment will come soon."
Mancini also played down suggestions City could move for a host of Serie A players in January.
The Italian has no intention of resurrecting his summer approach for Roma's Daniele de Rossi and also denied any interest in Wesley Sneijder, who is out of favour at Inter Milan amid a contract dispute.
AC Milan's Stephane El Shaarawy, Serie A's top scorer, was another name mentioned but Mancini said: "I do not think we can take him, Milan have found a great champion for the future.
"We tried to take De Rossi in the summer, the deal is not going anywhere and the story is over. I think De Rossi remains at Rome, I do not think he will leave.
"Sneijder is a great player, but we have players like (Samir) Nasri and (David) Silva that have similar characteristics. Despite his great quality, Sneijder is not a player that we need."
- Sports & Recreation