The Black Cats were beaten 2-1 at Chelsea this afternoon.
Di Canio highlighted some of the differences from his spell at Swindon Town in League One, but is not worried.
"The difference is when you prepare for a game," he told reporters.
"You play against Accrington [Stanley], now it's Oscar, [Eden] Hazard and [Juan] Mata, some of the best players in the world.
"Before I used to make a strategy only to win, now I try to win but the strategy is different when you play and don't have the ball. If you are a good manager like I am, you are not worried."
Sunderland's next match is against Newcastle United on Saturday.