The Wearsiders' dismal start to the season continued as a 3-0 defeat at West Brom left them bottom of the Barclays Premier League with just one point from five games.
Di Canio approached frustrated fans after the final whistle and gestured they should keep their chins up. He received a mixed reaction but stood his ground to convey a message that he is determined to fight on.
The volatile Italian argues that his much-changed squad needs time to gel but believes a good result in the coming week - against Peterborough in the Capital One Cup or Liverpool in their next league game - could make all the difference.
He said: "If we keep going on a long bad run it will be difficult to gel together.
"We need a good result. One good result can be the best medicine but obviously we need to be quick - and quick means Peterborough Tuesday and, on Sunday, Liverpool.
"One game, one win, will clean all the players' brains from the problems they have now.
"The only way to find what you need is to work together.
"We have 14 new players and six or seven of those arrived in the last 20 days. Then we had international games and they didn't meet each other until a few days ago.
"The only way, even if it is tough sometimes, is to stay together, meet each other, and work together."
The heat was turned on Di Canio within 20 minutes of kick-off at The Hawthorns, perhaps inevitably, by the player he sold to the Baggies amid acrimony earlier this month, Stephane Sessegnon.
Sessegnon, making his debut for the hosts, pounced on a rebound after Kieren Westwood saved from Scott Sinclair.
Sessegnon, who had been cheered by both sets of supporters prior to the game, pointedly refused to celebrate.
Sunderland had their chances to equalise but it was clear their luck was out when, 15 minutes from time, Steven Fletcher landed awkwardly on his shoulder after stretching to shoot.
With all three substitutes used, Sunderland had to play out time with 10 men and were punished as Liam Ridgewell and the impressive Morgan Amalfitano struck.
Fletcher is expected to be out for at least a fortnight but Di Canio is sure his players will respond to their predicament and his demanding, abrasive methods.
He said: "I didn't see any malicious players in the dressing room, they have behaved.
"They have a natural way to approach training sessions. They are players that, if you train twice a day, they do the job properly.
"My regime is strict but to go from this situation is to be indisciplined people.
"I believe they have faith in me and they follow me.
"We keep going, keep working hard, stick together, share the responsibility, don't turn our faces to the other side.
"It is better to have more confrontation. I believe in looking in each others' eyes.
"I believe in this if I am at the top or the bottom. There is only one way - work, work, work."
As Sunderland's problems continued, West Brom eased theirs considerably in the manner they secured their first win of the season.
Steve Clarke's men looked good in attack, with new signings Sinclair and Amalfitano seeming at ease in the system.
Amalfitano, who is on loan from Marseille, hit the bar before providing the cross that led to Ridgewell's goal and then capped a fine home debut with a late strike of his own.
Clarke said: "I said he might surprise one or two.
"He is a clever player, not an out-and-out winger, but he knows the role wide.
"One of the reasons we brought him in is his record of assists in the French league is good. You could see that."
West Brom now host Arsenal in the Capital One Cup third round before travelling to Manchester United next weekend.
Clarke said: "I have got to make sure I continue to get the selections right.
"Hopefully winning on Wednesday night and progressing would be good for the squad. We have a big squad, so the longer you stay in the cup competitions the better.
"Obviously we go to Old Trafford next week on the back of two really good away performances in the league. We will look to build on that."