Dzeko scored the final two goals in City's 6-0 rout, adding to Alvaro Negredo's hat-trick - the first a beautifully-taken left-footed volley on 12 minutes - and Yaya Toure's solo goal.
And the towering Bosnian told Sky Sports: "It's not easy to win 5-0 at home against another Premier League team.
"We still have to play away and this 5-0 - or 6-0, in the end - will give us the confidence for the second leg.
"The first goal is always important, then maybe we can open them up because they were defending with eight, nine players always.
"The first goal was also spectacular from Alvaro."