Many questioned the Italian's appointment at the County Ground last year in what was his first managerial position after a controversial playing career.
Di Canio, though, has proven his worth at Swindon, leading them to the League Two title last season and up to fourth in the third tier this campaign.
"The people thought it was not a good appointment, not because Swindon was not good for me, but because Di Canio was not good for Swindon," the former West Ham forward said.
"We proved that they were wrong. But that is normal because it is a big circus, everybody can have their opinion.
"Maybe they thought a young manager could not handle the pressure or maybe because they were thinking of Di Canio on the field.
"Sometimes he went blurry, fiery and made an instant reaction sometimes, but it is obvious you should know the person exactly before judging them.
"We proved everybody was wrong not only today but also hopefully the future."
Such success has seen Di Canio mentioned amongst the candidates for the Bolton job - attention he welcomes but insists is unfounded.
"I have not received information about that. Nobody has contacted me," Di Canio said, speaking at the Leaders in Football conference at Stamford Bridge. "If I tell you that I am not happy to read my name there, I am a fake person because I read many times bad articles about me.
"Now that someone maybe thinks I can move to a different club it makes me happy, but that doesn't mean I am interested in it.
"I am very happy to be at Swindon. We did well last year, we are doing well at the moment and I hope we can keep going.
"One day I hope, after I have done a fantastic job at Swindon, to maybe work at different level."