The 44-year-old Italian took centre-stage at St James' Park on Sunday as the side he inherited from Martin O'Neill just a fortnight ago breathed new life into its Barclays Premier League survival bid with a morale-boosting 3-0 victory over arch-rivals Newcastle.
It was their first win on Tyneside for 13 years and just their second over the Magpies in 17 attempts home and away, and it left Wearside wreathed in smiles and confident that the spectre of relegation can be exorcised over the remaining five games of what has been a difficult campaign.
But Di Canio, who slid along the turf on his knees as Adam Johnson's 74th-minute strike gave Sunderland a 2-0 lead, was quick to insist he had not earned his place in the city's folklore just yet.
He said: "I haven't done anything yet - when one day we bring this club to the top of this league...
"It means we don't exaggerate because this future is not an early future, but step by step. We have to keep this club in the Premier League and then we can talk about something different.
"Obviously, I enjoyed it, but the players were heroes, they were warriors.
"Thanks to them, thanks to the fans, thanks to the staff. Di Canio is the last in this group. They are the main protagonists, it is important that they keep going and then we are going to get out of this situation."
A famous victory - Sunderland's biggest at St James' since Gary Rowell's hat-trick helped to secure a 4-1 win in February 1979 - ended a run of nine league games without success and lifted the Black Cats three points clear of the relegation zone with five matches still to play.
Di Canio will hope it provides his side with the impetus to push further up the table, but with Champions League-chasing Everton due at the Stadium of Light on Saturday, he knows his players cannot take anything for granted.
He said: "They can smile, dance in the dressing room and then once we get back home, recover the energy because it's only a small step.
"It's a big result, a big step in terms of result for the club's history, for what it means for the fans. But in terms of points, it is only a small, but very good step to maintain this club in the Premier League."
What will be of equal comfort to Di Canio is that the victory was as comprehensive as the scoreline suggests, and was achieved in a manner which contrasted sharply with those which characterised the final days of O'Neill's reign.
Despite the absence of the injured Lee Cattermole and Steven Fletcher and the suspended Craig Gardner, the Black Cats were more than a match for a Newcastle side playing its third tough game inside eight days, but one freshened by the addition of Mathieu Debuchy, Steven Taylor, Cheick Tiote, Sylvain Marveaux and Yoan Gouffran.
Of more significance were the performances of Adam Johnson, Stephane Sessegnon and January signing Danny Graham, men who have struggled to impose themselves at times this season, but who did so to devastating effect yesterday.
It was Sessegnon who, having seen Graham denied what looked like a certain penalty for a tug by Taylor, drilled the visitors into a 27th-minute lead and, after the Magpies had been wrongly denied an equaliser by an offside flag, it was Johnson who effectively ended their resistance 16 minutes from time with an equally adept finish.
Substitute David Vaughan's 82nd-minute strike simply rubbed salt into black and white wounds, although the England winger was reluctant to accept that the Welshman's effort had eclipsed his.
Johnson said with a smile: "David's was a great strike, wasn't it? But mine was probably more important, wasn't it?
"The game is never finished at 1-0, especially here. They put a lot of pressure on you, but it was nice to get that cushion and with 15 minutes left, there was only going to be one winner from there.
"It was fantastic and I think well deserved. It was comfortable in the end, and we maybe could have had a couple more goals."