Ronnie Moore's Rovers were ruthlessly swept aside by a rampant attacking display from Town in which four goals were scored in a crazy opening 33 minutes.
Danny Hollands, Raffa de Vita, Andy Williams and Matt Ritchie put Town four-nil ahead at half-time, with Williams grabbing his second of the evening after the break before then missing the chance of a hat-trick when his penalty was well saved by Owain Fon Williams.
Di Canio said: "This was one of our best performances because we played against one of the best teams in the division, a solid team.
"I was sure we could win the match but not in this manner with so many goals. We created another six good chances.
"When you have the quality, the system, the detail and desire, as we did, this is what can happen.
"We have played similar games this season and not scored as many goals. This was a fantastic way to say thank you to the fans.
"But I warn everybody, we have done nothing yet and we have to keep going or we can burn what we have done."