"We can't do any of that in Madrid", he added ahead of their midweek trip to Champions League holders Real Madrid.
The five-time Ballon d'Or joined the Old Lady in one of the summer's most sensational transfers.
Cristiano Ronaldo finally scored his first goal since moving from Real Madrid to Italy when he twice bagged in Juventus' Serie A win against Sassuolo in the Old Lady's 2-1 win on Sunday afternoon, however the five time Ballon d'Or victor wasn't the main talking point.
"Our first objectives are to qualify from our Champions League group and lead the way in the league in order to be fighting on all fronts come March".
Gonzalo Higuain also scored his first goal for AC Milan since his loan move from Juventus, to salvage a point in a 1-1 draw at Cagliari.
Victory helped Juve maintain their ideal start in Serie A, and while the match was marred by a Douglas Costa spitting incident, Ronaldo revealed his relief at rediscovering his goalscoring boots.
More than a year after its inception in the Italian league, video technology is still causing issues.
Lazio won 1-0 at newly promoted Empoli, while Torino drew 1-1 at Udinese.
Television replays showed Alex Berenguer was onside when he headed in but as the whistle had already been blown, VAR could not be used.
The week's other mouth-watering game is last season's runners-up Liverpool hosting French champions Paris St Germain, who begin another quest to win Europe's elite competition for the first time and justify the massive investment ploughed into the club by their Qatari owners since 2011. "But now? This year I expected something different".
Andrea Consigli ensured the game remained goalless at the break with a reaction save when Marlon Santos turned Joao Cancelo's cross towards his own net, the goalkeeper doing well to palm the ball away.
Sassuolo allowed Ronaldo few openings in the first half apart from an early shot which was blocked and a header wide from Alex Sandro's cross.
Indeed, it was Mandzukic who went closest, seeing an effort blocked from close range as the "Bianconeri" struggled to get any penetration at all.