The Italian's support team from Swindon have all followed him to Wearside with Fabrizio Piccareta appointed first-team coach.
Domenico Doardo takes over as goalkeeping coach and Claudio Donatelli as fitness coach, while Giulio Viscardi is the Black Cats' new physiotherapist/masseur.
The Italian quartet all served alongside Di Canio at Swindon from May 2011 to February 2013.
Piccareta, 47, briefly took over as caretaker boss at Swindon after Di Canio resigned on February 18 and oversaw the 3-1 win at Tranmere.
Meanwhile, Steve Walford, Steve Guppy, Jim Henry and Seamus McDonagh have all departed Sunderland after Martin O'Neill's sacking as boss following Saturday's 1-0 home defeat to Manchester United.
A Sunderland statement said: "The club would like to place on record its thanks for their hard work."
Speaking about his style of working, Di Canio said: He said: "I'm a coach, I'm a teacher on the pitch, I'm not a typical manager. That's why I have the title of head coach.
"I'm not here to make a revolution. But there'll be no extra days off. There's work to do!
"There will be changes but I don't want to shock the players - that will come later!
"We need to score goals. I won't change the team around straight away but I must say, I like my teams in a 4-4-2 formation."