The Black Cats sit outside the Premier League bottom three only on goal difference after failing to win any of their last nine matches.
N'Diaye believes that Di Canio's first game in charge, a narrow 2-1 defeat at Chelsea, showed that there are signs to be cautiously optimistic that his side can pick up results required to survive.
He told The Mirror: "We've done a lot of tactical training over the last week.
"Sometimes we've not even been working with the ball, just doing tactical stuff on the pitch in groups.
"I don't want to say Martin O'Neill was a bad manager. They're both good managers, just with different approaches. We're all enjoying it."
Di Canio's second game comes this weekend when Sunderland face Newcastle United at St James' Park in the Tyne-Wear derby.