Only goal difference separates the Black Cats from the bottom three, but Di Canio is adamant that he can keep the club in the Premier League.
"I'm not worried, I'm a very good manager," Di Canio told Sky Sports News.
"My new team, we've only had a few days together, but I've had good answers from them.
"Some of them have told me that what we've done in the last few days has been fantastic. Technically and tactically, they've said that's what we needed."
Sunderland sit 17th in the table.