The Black Cats are currently separated from the bottom three by only goal difference after failing to win any of their last nine matches, including the Italian's first game in charge - a 2-1 defeat to Chelsea.
However, Mignolet says Di Canio has already stamped his authority on the club and as he tries to rebuild the confidence and spirit in the squad.
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"It's similar to what I know with the Belgian national team, how we do it in Europe. I think he brought that over from Italy, probably.
"He wants us to do everything together, just the same as his tactical work he does on the pitch. He wants us to move as a group, as a unit and he wants us to win games not by individuals, but as a whole team."
Di Canio's emphasis on togetherness and team spirit means he not only insists his players head out onto the training pitch in a single group, but he also expects them to eat together after training with no one allowed to leave the table without permission.
Martin O'Neill's successor arrived with his own coaching staff and Mignolet and his fellow goalkeepers are now adapting to life working under new coach Domenico Doardo.
Mignolet said: "I had the same when Steve Bruce left the club as well. When Seamus [McDonagh] came in, we worked well together. Now Domenico has come in.
"In the first week, you have to adapt to each other and you have to learn what his thoughts are and he what your thoughts are.
"But for me personally, I am not the most difficult guy, I think, to work with, so we adapted fairly easily to each other and we got to know each other a lot better in the first week and let's hope he can teach me a lot of stuff."
Di Canio's second game comes in the form of a Tyne-Wear derby as Sunderland travel to face Newcastle United at St James' Park on Sunday.