Mancini watched on as Eder's superb free-kick earned Samp a 1-0 victory at the Stadio Comunale Luigi Ferraris, where the Inter boss enjoyed 15 years as a player.
It is now six matches without a win in all competitions for Inter, who are 10 points adrift of the UEFA Europa League places, with Sunday's defeat coming just three days after they were knocked out of that competition by Wolfsburg.
"It certainly hasn't been a great month for us, but tonight I could not have asked for more from my players," Mancini told Sky Sport Italia.
"We played well, It is difficult to explain how we lost tonight. We had the game and a free-kick changed everything.
"In the next few games we have to keep playing like we did tonight and hope for better luck.
"There are some difficulties, but if I go back and see the games we lost, I think we deserved to lose very few of them.
"I accept all criticism, but I do not think a project can last four months. Inter haven't done well in recent years and it would naturally take a little longer to get things back on track.
"Despite the defeats and this disappointing spell, I still believe the team has improved a great deal. We must work and not get downhearted by negative moments."
Get the best features, fun and footballing frolics straight to your inbox every week.
Thank you for signing up to Four Four Two. You will receive a verification email shortly.
There was a problem. Please refresh the page and try again.