The former Galatasaray, Manchester City, Inter Milan, Lazio, Fiorentina, and, most recently, Inter Milan boss swapped the dugout for the ballroom on the weekend, on Italian show Ballando con le stelle, as the Foxes prepared for their upset win over Liverpool.
Mancini is the favourite to take over from Leicester interim manager Craig Shakespeare, after his compatriot Claudio Ranieri was sacked, with former Socceroos boss Guus Hiddink also in the running.
But when asked about being linked with to the Leicester coaching job, Mancini was definitive in his response.
"I've not received any offer (from Leicester). No, no," Mancini said.
"I'm very sorry for Claudio because he did something extraordinary which will never happen again, but sadly this is the field of work we are in."
While 52-year-old Mancini has been out of a job since leaving Inter in August 2016, if his slick feet are anything to go by - he may be able to turn Leicester's Premier League season around!