Icardi has been in and out of the Inter team so far this season, and was hauled off at half time during the 2-1 defeat by Napoli last weekend.
His indifferent start to the season has prompted speculation of a rift with Mancini, while Icardi has also been linked with a move away from the San Siro.
"He put in a great performance," Mancini told Mediaset Premium. "I was never worried about him. He has scored six goals so far which is a good return. (Stevan) Jovetic also had a great game today as their understanding with one another is growing."
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Icardi opened the scoring in the first half before adding Inter's third in the second period after a Jovetic effort had given the visitors control of the fixture.
Marcelo Brozovic added a fourth late on as Inter stormed to their 11th victory of the season.
Inter’s triumph over Udinese extends their lead at the topof Serie A to four points, although Napoli will reduce the advantage to just one if they beat Roma at home on Sunday.
(Reporting by Ed Dove, editing by Amlan Chakraborty)
