The Italian, who was known for his strict regime at the Stadium of Light, was sacked five games into the Premier League season.
Reports emerged claiming that the players pushed Di Canio out of the door, and O'Shea has admitted that something needed to be done.
When asked by the Shields Gazette if the players felt as if they needed to stand up against Di Canio, O'Shea said: "That was obviously done. But we have to move on now.
"Because of the position we're in in the league, we can't keep going back to it. We've got some difficult months ahead."
The Black Cats have lost five and drawn one of their fixtures so far this season.