After a blistering start to life on Wearside, with two wins in his first three games in charge, including victory over north east rivals Newcastle, the enigmatic Italian was brought back down to earth with a bang thanks to a 6-1 thrashing at the hands of Aston Villa.
However, despite sitting just three points above the relegation zone, Di Canio insists he is enjoying life as a top-flight boss, even if it has proved to be difficult at times.
"My first 40 days in the Premier League? It has been an extraordinary experience," Di Canio told La Gazzetta dello Sport.
"I got seven points and improved the average of my predecessor.
"But if I don't save the team I'll fail, and it will be chaos again."
The former Swindon Town boss also admitted that, despite being happy in his role in England, he could not rule out managing in his native Italy one day.
"For me, England is a fantastic place to work, but Italy would be a nice challenge too," he added.