Mahrez had not started for Pep Guardiola's side in the league since April 3, but was included in City's starting XI against Brighton and Hove Albion in Monday's (AEST) title-sealing 4-1 rout.
The former Leicester City star – who led the Foxes' charge to the title in 2015-2016 – repaid Guardiola's faith, providing the assist for Aymeric Laporte to head City in front after Sergio Aguero had cancelled out Glenn Murray's opener, before hammering in a third midway through the second half.
And despite struggling to assert himself as a regular starter, Mahrez insisted he always believed in his own quality.
"It's not easy to come to a team who are settled and have the players who play," he said.
"That squad did everything last season. I knew it wouldn't be easy in my first year but I'm very confident in myself and have no doubts about my quality.
"I knew that, when I had my chance, I'd take it. I scored at Brighton and helped the team."
Rumours have circulated that Mahrez would look for an exit from City in the off-season, but the Algeria international dismissed the suggestion.
"I'm very happy here," Mahrez added. "I'm not going somewhere else because I don't play. It's part of the game.
"I need to be strong, stay strong. It's part of my personality. I never hide from things."
City – which also won the Carabao Cup – could still win a remarkable domestic treble this campaign, with the FA Cup final against Watford coming up on Sunday (AEST).