Di Canio had refused to confirm or deny whether he was a fascist at a news conference on Tuesday but has previously stated he is "a fascist but not a racist".
He has also been pictured giving a fascist salute to Lazio 'ultras' and photographed attending the funeral of a leading Italian fascist.
The Dean of Durham had become the latest public figure to voice disquiet over Di Canio's appointment but in a statement on the Sunderland website Di Canio said: "I have clearly stated that I do not wish to speak about matters other than football, however, I have been deeply hurt by the attacks on the football club.
"This is a historic, proud and ethical club and to read and hear some of the vicious and personal accusations is painful. I am an honest man, my values and principles come from my family and my upbringing.
"I feel that I should not have to continually justify myself to people who do not understand this, however I will say one thing only - I am not the man that some people like to portray.
"I am not political, I do not affiliate myself to any organisation, I am not a racist and I do not support the ideology of fascism. I respect everyone.
"I am a football man and this and my family are my focus. Now I will speak only of football."
- Politics & Government