A Pajtim Kasami header from a corner in the second half secured the visitors the points but Di Canio says he is not concerned just yet.
Di Canio said: "One corner kick we concede they score from. It was a silly mistake and that was the difference. We played 80 minutes in the opposition half but we lost.
"If our new boys learn quick I am not worried. We were the only team to play football.
"Just because we played well doesn't really matter. We must do better in the final third though and be nasty and ferocious.
"Our new players must understand this and if they accept this after our first game then we can still do well this season."
Sunderland travel to Southampton in their next Premier League fixture.