Carlo Ancelotti has turned down the chance to return to AC Milan, telling the club he needs rest.
Jose Mourinho insists Diego Costa is content at Chelsea in response to reports linking him with a return to Atletico Madrid.
The 44-year-old Italian's arrival on Wearside prompted a storm amid criticism of his previously-stated political views and the club found itself thrust into the national media spotlight for the wrong reasons.
However, Black Cats owner and chairman Ellis Short remained firmly behind his new boss, and has reaped the rewards since.
Di Canio told the Sunderland Echo: "For three days after I signed the contract, what happened? I don't have to go through it all again, but look what happened.
"He [Short] might have thought, 'Now I'll sack him straight away' because he was under pressure.
"Instead he backed me 100 per cent, 1,000 per cent. He supported me in an incredible way.
"It was a strange moment, a strange situation in time those three days. I thought maybe he would call me at that time and say...
"But instead he rang me and backed me all the way. He said, 'Proceed because you have complete support from the Board'.
"From there, I felt even more energy, I was even more focused and even more determined to get the best out of the team, and I believed that no matter what the split with fans, I would look to make them happy as quickly as I could."
That is something Di Canio certainly has done with victories over Newcastle and Everton which have significantly boosted the club's chances of avoiding relegation from the Barclays Premier League.
Indeed, if they were to win at Aston Villa on Monday evening, Sunderland would be eight points clear of 18th-placed Wigan with three matches remaining, although the Latics have a game in hand.
Defeat would see Villa join the Black Cats and Newcastle on 37 points, five clear of Wigan, but Di Canio's men would then return to the Stadium of Light for successive home fixtures against Stoke and Southampton and the chance to secure their top-flight status.