The Black Cats, who have added 14 new players to their squad this summer, have picked up just one point so far this season.
Their latest loss came at the hands of Arsenal at the Stadium of Light on Saturday, but the Italian is not worried by their plight.
"To be at the bottom isn't very good but I am not worried. That might sound strange but it is only the fourth game, not the 20th," said Di Canio.
"The performance made me more confident. If we don't light this fire we will have a problem. We have to be more angry with ourselves.
"We need to fight more at West Brom otherwise we will have problems. We have still not gelled completely. They haven't got the confidence to scream at each other but at this stage of the season I can't be angry.
"In 20 games time, if we are still at the bottom, we lose, then I am angry. Now? No.
"The fans might be thinking, "What is going on?" but we are going to win more games than last year and, if we do that, we stay up. If we win 12 games we are up - 36 points - and then we will draw some games as well - that's 43, 44 points.
"Once we win three, four games in a row, listen to me now, we will play good football, we need to keep going and work together, maybe keep the same team for three or four games.
"We are going to get some points I am sure. We will have John O'Shea and Emanuele Giaccherini back, and I have many options to choose from to get the right subs.
"We'll get enough points and another three games will make a big difference for us and then, after the international break, we have 31 to play."
Di Canio himself was sent to the stands after clashing with referee Martin Atkinson.
Di Canio was unhappy with a number of Atkinson's decisions, with the major talking point being the referee's failure to play an advantage which would have seen Sunderland level the game at 2-2 through Jozy Altidore. Bacary Sagna was also only booked in the same incident when he could easily have seen red.
"I wasn't happy that their player was taking two minutes to walk 40 yards from the middle of the pitch," added the Italian. "The referee told me, 'if you keep going with your manner, I'll send you up to the stand.'
"My mistake was that I said to him, 'if you want to complete a perfect job, you only have to send me off.' He said, 'Go off'."