The Black Cats fell to a 3-1 defeat at Selhurst Park, which means that they are still winless after three Premier League games.
Skipper John O'Shea also saw a straight red card after conceding a late penalty, meaning that he will miss games against Arsenal, West Bromwich Albion and Liverpool through suspension.
"Today it was difficult to be angry," PA quotes Di Canio as saying. "Normally I can tell you I'm very angry, but today it was difficult - it was too poor that it was really difficult to say something.
"I don't think that even the most arrogant player in the world could argue if you said the first two goals were absolute rubbish. My leader [O'Shea] was already in the dressing room and said sorry to everybody - how can you be angry?
"They are intelligent and understand when they do something bad. I couldn't be angry but obviously I was really sad."
The Gunners make the trip to the Stadium of Light in two weeks' time.