The Black Cats have already added 11 new faces to their squad this summer.
"I don't mention names, but it is obvious that someone has to join us in the next few days," Di Canio is quoted as saying by Sky Sports News.
"We still have six, seven days. I don't want to lose my energy on this because we have a game tomorrow and a game on Saturday.
"The club is working, we know this, and I am waiting for the time that some players join us."
Sunderland are in action on Tuesday when they entertain MK Dons in round two of the Capital One Cup.