In atrocious conditions of driving rain and a strong wind, both teams came close to breaking the deadlock with O's 'keeper Jamie Jones fully extended to deny Alan McCormack's long-range effort.
Robins striker Andy Williams hit the crossbar, while Town stopper Wes Foderingham produced a splendid save to deny substitute Jimmy Smith's full-blooded drive from 10 yards.
"I'm very disappointed," the Italian said. "We have to step back and look at ourselves in terms of desire even if we did look like the better team in the first half. I am talking in terms of individuals, not the whole team.
"The pitch was not good but we played some good football and we should have scored a goal. We created a few chances but when you don't score, you have the risk of losing.
"From the fans point of view, they probably think there is nothing wrong because we are making chances but I'm very disappointed with some of the players and I will tell them who and why and obviously we will have a look at the situation."
Di Canio also admitted he needs to dip into the transfer market before Thursday's deadline to boost his attacking options.
He said: "We need to go into the transfer market. I need to play players with genuine attitude. We look like a team that will score.
"I will work very hard myself with these players that we have, the substitutes were absolutely very bad. Always I can blame them but I also have to blame myself because I have to make sure that someone I bring into the game has to give their best.
"But I will make my decisions in terms of the squad."