The Italian, who took over the reins from Martin O'Neill after the 1-0 home defeat to Manchester United last weekend, has been at the centre of a media storm this week surrounding his political views.
But he is now focused on the Stamford Bridge clash as he embarks on his first challenge of leading the Black Cats away from the Premier League relegation zone.
"Chelsea at Stamford Bridge - what can you say? I can't wait for it and I expect the same desire and determination from my players to make sure they do a good job," said Di Canio.
"To go to Stamford Bridge and make a big impact - we always have to remember that the main protagonists are the players, but with my help and my staff's help we can go there and get a result.
"It's exciting. We live for it. Life is short and if you have an exciting job, you're lucky.
"I'm not worried about the big stage. We will do everything straight away to try and get a big result at Chelsea and then in the other games.
"This is a fantastic achievement for me and my staff and it is a consequence of what we have done in the past."
Di Canio scored a spectacular long-range volley for West Ham at Stamford Bridge during his playing days.
He added: "As a manager it is my first time at the top, I mean the very top level.
"We are away from home against Chelsea, where obviously I have good memories and scored when I was a footballer.
"But I'm not a footballer now, I'm a manager and now I hope my players will score there and give us some points.
"It's fantastic. The players will be motivated on their own; they live to play on the big stage.
"Obviously we are going to give them extra motivation to try to get a very good result."