The 22-year-old full-back is ineligible to face parent club Tottenham on the last day of the campaign because of the terms of his loan agreement, and will therefore say his farewells after Sunday's vital Barclays Premier League clash with Southampton at the Stadium of Light.
Rose has intimated his willingness to consider a permanent move to Wearside and the Black Cats, as they were under Martin O'Neill, are desperate to secure his services despite indications from White Hart Lane that he will not be available this summer.
But whatever the colour of the shirt the England Under-21 international is wearing once the new season gets underway, Di Canio has seen enough to believe he will make a big impact in the game - as long as he continues to improve as he has done this season.
He said: "He's our player at the moment. Sunday will be his last game and then we will see. I don't want to talk about the future because we have to focus on the next game.
"In my opinion, he can improve a lot defensively. He's an attacking-minded left-back, but he has to improve a lot defensively.
"He's got a great future in front of him. He's a powerful guy. The strength and elasticity he's got mean he can run forward with the ball and beat people easily.
"It's obvious he can play at the top level, but everybody has to improve. People have to realise there are two phases in the game - possession ball and non-possession ball. It's crucial to be good in both situations.
"I don't want to say he's not very good when we're not in possession of the ball, but he can improve a lot. He can improve the timing of his tackling and he needs to learn when and how to be aggressive.
"But everybody can improve, and he's only 22. It's easy to talk about his quality, but if we don't tell him he has to improve, he's probably never going to."