Not surprisingly though they are not talking about what tactics the Italian might use or who he might sign in the summer.
Di Canio's fascist sympathies are front and centre in both papers as the Black Cats no longer just find themselves in a relegation battle but in a political storm too.
The Sun's story quotes a string of supporters against the appointment and says that war veterans have vowed to boycott the club.
They quote one fan, Rob Johnson, as saying: "Words can hardly express how sickened and ashamed I am by the appointment of Di Canio.
"Lest we forget, during World War II 267 people were killed and over 1,000 wounded in Sunderland by Nazi bombers.
"Di Canio is the ideological bedfellow of these murderers."
Martyn McFadden, editor of Sunderland fanzine A Love Supreme, is quoted as saying: "We’ve had some older readers saying they’ve fought in the Second World War - a war against fascism - and they don’t feel they can support the club any more."
While an ex-Battle of Britain pilot and Black Cats fan John Hall, 92, said: "I’m too old to go to matches but I'd pack it in if I was still going."
The Daily Star's front page also runs the picture of Di Canio giving a Nazi salute back in 2005 while playing for Lazio on their front page with the provocative headline: "Di Canio: I'm not racist (so how do you explain this salute?)"
They then run a similar story to the Sun but lead on Di Canio's denials he is a racist because, in the Star's words, "some of his best friends are black."
What Di Canio actually said was: "I don’t have a problem with anyone. Talk about racism? That is absolutely stupid, stupid and ridiculous. What can I say, if someone is hurt I am sorry.
"The people who know me can change that idea quickly. When I was in England my best friends were Trevor Sinclair and Chris Powell, the Charlton manager, they can tell you everything about my character.
"I don't want to talk about politics because it’s not my area. I want to talk about sport."
However, it is clear the newspapers have decided his appointment is a "news" story, especially after Sunderland's board member David Miliband resigned from a director's role at the club when the appointment was made.
It is likely to run and run although the least sexy quote in the Star story, from a fan called Paul Maughan, at the bottom of the article may reflect the opinion of many Sunderland fans.
"Generally speaking I don’t think people care too much. He says he’s a fascist, not a racist.
"I’m not wholly aware of the difference but he’s worked with black players all his career so it can’t be that much of a problem.”
Quickly to some transfer rumours elsewhere and Swansea goalkeeper Michel Vorm is a shock summer target for Barcelona. The Spanish giants are eyeing the 29-year-old Dutchman as a potential replacement for Victor Valdes (Daily Star).
David Beckham could extend his stay at Paris Saint-Germain. Club president Nasser Al-Khelaifi is to open talks with the former England captain, who signed a five-month deal in January. (Daily Mail)
Manchester United target Burak Yilmaz could leave Galatasaray this summer, according to the club's manager Fatih Terim. The powerful striker, who has been linked to United, has been in sensational form since moving to the Turkish giants last summer, netting 26 goals in 31 appearances and could be nabbed for £10 million. (Daily Express).
Finally, Newcastle boss Alan Pardew could be ready to raid the French market again with a move for Lille’s Cameroon defender Aurelien Chedjou. Chedjou, 27, is also being watched by Valencia and would cost around £12m but Pardew has admitted he wants to continue to improve his squad this summer. (Daily Mirror)