Di Canio, who succeeded Martin O'Neill a day after Sunderland's 1-0 defeat by Manchester United, has been at the centre of a media storm this week surrounding his political views.
The Italian has moved to distance himself from talk of anything other than Sunderland's top-flight survival and is focussing on the thrill of leading his new side into battle against Chelsea.
Sunderland are currently only one point clear of the relegation zone with seven games remaining, including tough fixtures against rivals Newcastle at St James' Park, Everton at the Stadium of Light and a difficult encounter against Tottenham on the last day of the season.
However, Di Canio is relishing the challenge that lies ahead, starting this weekend against fourth-placed Chelsea.
And the Italian has happy memories of playing at Stamford Bridge - a venue where he scored a spectacular long-range volley when playing for West Ham in 2006.
"As a manager it is my first time at the top, I mean the very top level," Di Canio told safc.com. "(We are) away from home against Chelsea, where obviously I have good memories and scored when I was a footballer.
"But I'm not a footballer now, I'm a manager and now I hope my players will score there and give us some points.
"It's fantastic. The players will be motivated on their own; they live to play on the big stage. Obviously we are going to give them extra motivation to try to get a very good result."