The Italian has enjoyed a remarkable start to life in management, guiding the Robins to second place in npower League Two, the fourth round of the FA Cup and the southern area final of the Johnstone's Paint Trophy.
With that in mind, Di Canio has been linked with the vacant managerial position at Leeds following the dismissal of Simon Grayson earlier this week. But the former West Ham favourite has committed his immediate future to the Wiltshire club.
When asked if he would be moving to a new team, Di Canio told Sky Sports News: "Absolutely not this year because I gave my word and my word, for me, is more important than a contract.
"Leeds is an amazing name but there is nothing in the story because nobody contacted me but the fact that someone has maybe focused their attention on me makes me very happy. This doesn't mean I would consider to move on now.
"Leeds is an amazing club, every manager would consider going there but at the moment I won't consider moving to even a Premiership club because I gave my word to Swindon. I promised something to my fans and until the end of the season for sure I will be here to try my best and win this league."