Numerous reports had claimed that following the 3-0 defeat to West Bromwich Albion, the Italian was involved in a training ground bust-up with several members of the squad, which in turn resulted in his dismissal.
However, Di Canio has insisted that those rumours are untrue and has further claimed that he has received some supportive messages from the players at the Stadium of Light.
"There was no training ground bust-up. Many of the players have since sent me messages thanking me for my time as their manager and helping them to improve as footballers," the 45-year-old said in a statement.
He went on to confirm that his desire was to continue his managerial career in England.
"I remain confident in my ability and I want to manage in England again as soon as possible. I've learnt a lot from my brief time at Sunderland and I am sure that it will make me a better manager in my next job," he added.
Sunderland are yet to appoint a replacement for Di Canio, with Kevin Ball in interim charge.