Mane, twice African player of the year, started the season with Al Nassr strongly, scoring two goals and making five assists in six matches playing alongside all-time great Cristiano Ronaldo.
"We’re all in the Senegalese national team," Mane told the Saudi Pro League. "Of course, we sometimes talk about the league and many other things.
"It's a competitive league, so all the big players want to come, like Kalidou (Koulibaly), Habib (Diallo). They're all important players for our (national team) selection, so the fact that they're here is also beneficial for the national team".
Mane is still close to Al Ettifaq midfielder Georginio Wijnaldum, his former Liverpool teammate.
"Ginni is one of my very good friends," Mane says. "And (with) Ginni, it’s more than football, because our relationship came naturally."
A Champions League and Premier League winner with Liverpool, Mane has his sights set on more trophies with Al Nassr.
"It's going to be early to talk about winning the league," he said. "We know what our objective is, it's to be champions… our objective is to win everything."
Mane said the standard of competition in the Saudi league had increased.
"Every team has strengthened in level. It's what football fans expect, so it's beneficial for the championship."