Shakhtar Donetsk midfielder Douglas Costa has revealed that he is ready to leave the club.
Blackburn have rejected an initial bid from Hull for striker Jordan Rhodes.
In a statement, the Italian claimed the club - who announced a takeover subject to Football League approval on Wednesday night - sold influential winger Matt Ritchie to npower League One promotion rivals Bournemouth behind his back.
The statement read: "It is with great regret that I issue this statement but, unfortunately, the events of the last few days have left me with no alternative other than to consider my position and explain the reasons why.
"We were assured that Matt Ritchie was going nowhere and money would be made available for the squad to be strengthened. Within an hour I received a phone call from Matt Ritchie telling me that the club had agreed to sell him and he was in the process of agreeing personal terms.
"I regard this as a clear breach of my contract with the club and, moreover, a clear attempt to undermine my position not withstanding the success we have achieved in the last 18 months. Matt Ritchie was sold behind my back.
"If it wasn't for the players and fans of Swindon Town, I would have walked away from this club a long time ago. I didn't because I was given repeated assurances that the project to achieve success was always in place and I wanted to deliver this for the players, staff and most of all, the fans of this great club.
"I am forced to consider my future as I don't know how I can continue to work in this environment. Too many questions remain unanswered. The future is clouded with uncertainty. At this moment of time my future remains unclear."(reopens) Di Canio, 44, was appointed as Swindon manager in May 2011 and led the team to promotion from League Two as champions last season.
The former West Ham, Celtic and Sheffield Wednesday forward has steered his team into promotion contention again in this campaign, with Swindon currently third in League One.