Talk in the build-up to the Barclays Premier League clash at St Mary's revolved around reports of a mass brawl at the Black Cats' hotel.
Hampshire Police confirmed they had attended the Solent Hotel and Spa in Whiteley, near Fareham, just after midnight in response to a report of assault.
Di Canio revealed the altercation occurred between his staff and three drunk Saints fans after a wedding party, which came just hours before his side's 1-1 draw on the south coast.
"We have to clarify because I don't want speculation, big headlines," the Italian said. "Paolo Di Canio always says the truth so you write what I am telling you.
"At midnight, we walked out from a meeting room with my staff together. From the first floor we walked downstairs to take the lift to go to the third floor for bed.
"Obviously the players went to bed at 10 o'clock or 9.30pm - they were already sleeping.
"Once we were close to the lift, we heard loud people shouting. I can't repeat any of it.
"Obviously their behaviour showed they were Southampton fans, but, to be honest, I don't think they wanted to attack us physically.
"They were only three young, drunk guys there after a wedding party that was inside the hotel.