Mancini has been seen making such actions in recent matches between City and opponents Liverpool and Wigan, following a foul by Reds defender Glen Johnson and a handball by Latics defender Maynor Figueroa on the halfway line.
"None of us should do it. It is something I don't like. There is a cultural difference. Roberto is in this country now." said McCarthy.
"It is a little blip on a really good career for him at Man City because he handles himself with such good dignity and grace.
"He has done it. I wouldn't expect him to do it to one of my players or anyone else for that matter. I don't think anyone should do it. It is wrong. It looks bad and I'm sure if it is pointed out, Roberto won't do it again.
"I see [Wigan boss] Roberto Martinez has said the same and he has been here long enough and he understands it is just not done."
He continued: "I had it with QPR a while back. I took real offence to it. [Assistant manager] Bruno Oliveira did it.
"We didn't see eye to eye on that. Paolo Sousa was in charge and he was really apologetic and he explained that is their culture. But I said 'you are in our league and our culture, don't do it and we will get on'."
McCarthy added: "We have to give people a bit of credence for different culture and different places. But when they come here they have to understand like if I go anywhere else, I have to understand their culture.
"I was asked the other day should we be teaching players coming into this country to behave. I said 'no, I know how to behave and I've been all over the world in my capacity as Irish manager and not upset anyone'."