The results of last year's BBC Sport Price of Football survey revealed that the Robins were ranked as the second-most expensive League Two club to watch live, with the cheapest ticket costing £19.
However, while Di Canio admits that while it is hard for fans to constantly fork out the money, they do get a good product.
"Obviously not all performances are great. I am sure there are some fans who want their money back when we lost two at home recently," said Di Canio. "But they can see a team that stays close to the top of the table, has a good chance to win and they can go home happy at the weekend that their team are near the top.
"At this moment, the fans can come and dream something positive, but you have to pay.
"If you want a good product then you have to spend a bit more, but in general I agree with the prices and I don't think they are a big, big problem."
Swindon currently sit sixth in League One.