The Italian has already brought 11 new signings in this summer, but he is hoping to add more faces before next Monday night.
Di Canio is looking for a left-back, a midfield enforcer and possibly a striker, although Steven Fletcher is close to making his return from injury.
Di Canio, speaking ahead of Tuesday night's Capital One Cup second-round clash with MK Dons, said: "I don't mention names, but it is obvious that someone has to join us in the next few days.
"We still have six, seven days. I don't want to lose my energy on this because we have a game tomorrow and a game on Saturday.
"The club is working, we know this, and I am waiting for the time that some players join us."
The future of Stephane Sessegnon remains unclear, with reports suggestion Di Canio might listen to offers for the Benin international.
Di Canio said: "I don't want to talk about him. He is part of the squad and the club. He is here so we will see what is going on, but I have nothing to say about him in terms of a transfer."
In the meantime, Di Canio will attempt to negotiate a way past MK Dons, and he is taking their threat seriously.
He said: "If you want to build a winning mentality, it goes in line with the league. It's very, very important.
"It's obvious that from a company point of view, to maintain the league is crucial.
"To have life, not in terms of the economic situation, but in terms of results, in terms of delivering a winning mentality, we have to take every competition seriously with maximum effort and determination, otherwise we are never going to change the mentality.
"Obviously, you can lose, you can win, you can draw, but we can see if there is desire in facing MK Dons like we have to do against Manchester City.
"If we can change this mentality, we are going to be okay for the future also in the league because a winning habit is very important."