The Euro 2020 winner is being tipped to take over at Old Trafford permanently in the summer once interim coach Ralf Rangnick moves into a consultancy role.
However, Italy will be forced to go down the playoff route to qualify for the 2022 World Cup, and Mancini has laughed off rumours of a possible move to Man United.
Speaking to Gazzetta dello Sport, Mancini said: "A verbal agreement with a Premier League club? All false. My only goal is to get to the World Cup and be able to win it.
"Things didn't go so well in the qualifying round, but we have to accept that. We have to roll up our sleeves and start again. We still have a chance. Of course, the draw was not beautiful but we are the champions of Europe and we can win the first game and then play the final playoff."