Pablo Zabaleta: "We know that the owners been spending much money to try and build a good team and try to have one of the best teams in Europe.
"Sometimes it takes time. We won the FA Cup and the Premier League, (but) the Champions League is a different competition. You play against the best teams in Europe.
"It is time for this club to take a step forward."
City beat CSKA 2-1 when the sides met on a poor surface in the Russian capital a fortnight ago.
Manchester City Fixtures
Tuesday November 5
19:45 Champions League - Group D
Manchester City v CSKA Moscow
Sunday November 10
14:05 Premier League
Sunderland v Manchester City
Sunday November 24
13:30 Premier League
Manchester City v Tottenham
Wednesday November 27
19:45 Champions League - Group D
Manchester City v Plzen
Sunday December 1
16:10 Premier League
Manchester City v Swansea City
Wednesday December 4
20:00 Premier League
West Brom v Manchester City
Saturday December 7
15:00Premier League
Southampton v Manchester City