The choice of the colourful Italian to succeed Martin O'Neill was met with disapproval from the likes of David Miliband, who immediately stepped down from the Sunderland board because of Di Canio's "past political statements".
Di Canio's political opinions have emerged as a cause for concern for many, but the former Swindon boss has claimed his beliefs and values have been inaccurately portrayed by the media.
In a statement on the Sunderland website, he said: "Something can happen many years ago, but what counts is the facts. My life speaks for me. Of course it hurts me because people try to take your dignity and that is not fair.
"I believe in my pillars and I have values. What offends me more than anything is not because they touch me; they touch what my parents gave to me; the values they gave to me. This is not acceptable.
"What I can say is that if someone is hurt, I am sorry. But this didn't come from me, it came from a big story that people put out in a different way to what it was.
"I never have a problem in my past. I expressed an opinion in an interview many years ago. Some pieces were taken for media convenience. They took my expression in a very, very negative way, and it was not fair.
"I know it is a part of my job to do interviews because I am well-known, but sometimes it suits their purpose to put big headlines and a big story.
"I don't have a problem with anyone. I haven't had a problem in the past and I don't know why I have to keep repeating my story, to be defending myself on something that doesn't belong to me every time I change clubs.
"Talk about racism? That is absolutely stupid, stupid and ridiculous. When I was in England my best friends were Trevor Sinclair and Chris Powell, the Charlton manager - they can tell you everything about my character.
"I don't want to talk about politics because it's not my area. We are not in the Houses of Parliament, we are in a football club. I want to talk about sport.
"I want to talk about football, my players, the board and the fans. My first priority is my family and my daughters, that's obvious, and secondly to have the responsibility for thousands of people.
"This is my priority and I want to be focused on this aspect. I don't want to talk any more about politics - I am not a politics person."