The Black Cats, who narrowly saved themselves from relegation from the Premier League last season, are due to take part in the Barclays Asia Trophy next month.
"I want to win every game," Di Canio told the Premier League's official website. "Even when we have a friendly game, I have a winning mentality. Even when I play cards with my daughter, I want to win every time.
"I want to upset her because I want to win. My mentality is to win every game. There are obvious priorities - the Premier League is more important than friendly games, but only if we deliver this mentality can we take every competition seriously."
Manchester City and Tottenham Hotspur are also due to compete in the tournament in Asia.