The Italian saw his side take the lead at Stamford Bridge, only for that advantage to be wiped out within eight minutes of the restart.
"I am not worried [about relegation], when I decided to move to Sunderland I knew what players were here but we have to fight until the end of the season," he told BBC Sport.
"I won't say this was a bonus game but it was a test for us to see what we can do. I am not happy we lost 2-1 but there were positive things I can take from this."
Meanwhile, Di Canio went on to reveal that his side's fitness levels will be improved over the coming weeks.
"It was impossible [to maintain first-half performance] because physically we spent a lot of energy in the first half, we had fantastic discipline, the players are working hard," added the Italian.
"This team at this moment is not a team that can play Chelsea for 95 minutes. In the next few weeks we will do more work and extend the physical condition."
Next up for the Black Cats is a clash against rivals Newcastle United.