The Black Cats' last victory at St James' Park came in 2000, when goals from Niall Quinn and Don Hutchinson gave them a 2-1 win.
Di Canio has said that it is time for his team to beat their rivals on Tyneside.
"It's the time to renew the moment," Di Canio told BBC Newcastle. "It's the time to give satisfaction. We have to feel confident we have the quality and team to beat them.
"The derby is the derby, it obviously counts for three points, not six, but it counts in terms of dignity, honour and pride, especially away from home. It will be fantastic to give them [the fans] satisfaction to celebrate, and if we do this we get the three points.
"The most important thing is to see the fans waving red and white scarves and celebrating in their homes, it will be a day to remember for many because the last time we won away was in 2000 with Hutchison and Quinn, that's too far [back in time]."
Sunderland are 17th in the Premier League table, ahead of the relegation zone on goal difference.