The 29-year-old was placed on the list last week despite finishing the club's top scorer last season with 13 goals.
Di Canio hinted that a number of League One clubs had expressed an interest in his services, but the forward has not yet agreed to move.
"A club like Swindon can help you, but you have to help yourself. With Alan, he has to decide," Di Canio told BBC Radio Wiltshire.
"If a club comes to you, and we help you to move without asking for anything, you have to think you've got a two-year contract offer and you get to play in League One.
"We've given him the chance to move but he's firm in his position. I hope he becomes an avenger so he can say 'Di Canio didn't want me so I will show him that I can stay at the top level and maybe I'll score 20 goals and say bye bye Di Canio - you were wrong'."