The Italian's appointment in March caused a storm of controversy when he was denounced as a racist, a charge he vigorously denies, and he has revealed at the time he offered to step down but instead was handed a vote of confidence from the board.
"I said to the directors, 'If I represent a problem, I will go away'," said Di Canio. "The answer was, 'You stay here, you have our trust'."
Di Canio worries that if Sunderland are relegated - they currently sit three points above the drop zone ahead of a crucial clash with Southampton - the whole circus would start again.
"It has been an extraordinary experience," he admitted. "I have won seven points and bettered the average of my predecessor Martin O'Neill, but if I don't save the club, I fail and the chaos will explode again."
In an interview with an Italian magazine, Di Canio said: ""I am a man of the right, but I am not a racist."