And Di Canio says the decision to sell winger Matt Ritchie to Bournemouth without his consent was the major factor in his decision to leave.
The Italian took over in charge of Swindon in May 2011 and enjoyed huge success, leading them to the League Two title last season.
They have continued to thrive this term and are fourth in the League One table at the moment but, following the sale of Ritchie, Di Canio offered his resignation.
He then said he would stay if new owners were in place by 5.00pm on 18 February but, when that deadline passed, he tendered his resignation, although he says he might have considered delaying that decision if the new consortium had contacted him.
New owners have now taken control of the Robins but, asked if there was any chance he would ever take charge at Swindon again, the Italian said: "No, for one reason, because they didn't prove to me they wanted to keep me.
"I don't want any speculation with my name, telling the people that maybe one day I could come back. It's not fair for the fans, so my chapter at Swindon is finished, in terms of being manager of Swindon Football Club."
Asked if he regretted the decision to leave, he added: "Absolutely not, because I'm a straight man. I was handling a situation that was incredible and one day I came out and said it was untenable.
"Also, for many other reasons, I don't have any regrets. The regret is only that we brought this club to the top without any help.
"What we've done is amazing and we are proud, but regrets? You can't have regrets."
Regarding the departure of Ritchie, Di Canio said: "For the loyalty of the fans, I kept going for a few more days, but it was clear they breached the contract situation.
"There was an agreement always that the sale of every player should go through me.
"I just want to work with the right people and in the right way. I didn't see a strong desire to keep Paolo Di Canio at the football club.
"Me and the new consortium made a deadline - Monday at five o'clock, that was agreed together in front of my solicitors.
"On Monday at five o'clock I didn't receive any phone call to try to persuade me to delay for maybe 24 hours. If that had happened, maybe I would have waited.
"As it was, I waited two hours to send out my statement, just in case they wanted to contact me. It didn't happen, so this is the reason I decided to resign."