The Italian coach has been criticised since he moved to the Stadium of Light due to his alleged fascist views, which caused Labour politician David Miliband to step away from the board.
According to the Daily Mail, Bragg looked directly into a camera at the Neptune Theatre in Seattle and sang: "Paolo Di Canio says he's not a racist, he's a facist, as if that somehow makes it respectable. Well I've got a message for you, Mr Di Canio. All you fascists are bound to lose."
Meanwhile, Di Canio has denied that he is a fascist.