Di Canio said last week that he has not given transfers "a second thought" as he continues his over-riding mission to save keep Sunderland in the Premier League.
But . rumours are already circulating suggesting the Mackem boss could go to the Italian league for new faces.
Paolo Di Canio: “I haven’t thought about transfers yet – absolutely nothing.
“Everything can change at the moment, you can feel safe and then – boom – you can be hit like a hammer.
“So we have to make sure that we are safe first -I can’t think about transfers until then.”
Nevertheless, Sunderland have been linked since Di Canio’s arrival with Lazio defender Modibo Diakite – though the player’s agent has confirmed there has been no official approach to date - and centre-half Valentin Roberge, who plays for Portuguese side Maritimo.
Both are out of contract in the summer, and would welcome a move to England.