The Italian inherited a squad bereft of confidence after an eight-game winless run which has propelled them to the brink of the Barclays Premier League's bottom three, but saw signs of the spirit they will need to rescue themselves in Sunday's 2-1 defeat at Chelsea.
Mignolet said: "The thing he wants us to do is he wants us to do everything as a group. He wants us to be all together as a unit, so if we go out on to the training pitch, he wants us to go out all together and if we eat, he wants us to eat all together and I think that's a good thing."
He added: "It's similar to what I know with the Belgian national team, how we do it in Europe. I think he brought that over from Italy, probably. He wants us to do everything together, just the same as his tactical work he does on the pitch.
"He wants us to move as a group, as a unit and he wants us to win games not by individuals, but as a whole team."
Di Canio's efforts to make his mark will inevitably mean change on Wearside, and he has already suggested that fitness levels are not what he would have expected.
Martin O'Neill's successor arrived with his own coaching staff too and Mignolet and his fellow goalkeepers are now adapting to life working under new coach Domenico Doardo.
Mignolet said: "I had the same when Steve Bruce left the club as well. When Seamus (McDonagh) came in, we worked well together. Now Domenico has come in.
"In the first week, you have to adapt to each other and you have to learn what his thoughts are and he what your thoughts are.
"But for me personally, I am not the most difficult guy, I think, to work with, so we adapted fairly easily to each other and we got to know each other a lot better in the first week and let's hope he can teach me a lot of stuff."
- Sports & Recreation