The Italian took over from Martin O'Neill late last season and helped the Black Cats to retain their Premier League status before embarking on a vast revamp of his squad over the summer, with a host of new faces arriving at the Stadium of Light.
"He's been hands-on. He doesn't like to be called the manager, he's the coach," O'Shea told reporters. "He's involved in everything, even some of the strength sessions.
"He keeps himself in good nick and wants to make sure that, if the lads are struggling, they see him doing it. If he can do it, that's a good guideline. It's what he believes in and, you know, it's working.
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"It was two training sessions in the morning and then plenty of rest and nice food. Then we'd go again late in the afternoon. We probably played less games than usual for pre-season but we worked that bit longer on shape, balance of play and different things."
Nine new faces have joined the club, with the possibility of more joining before the close of the transfer window, and O'Shea is relishing being part of the "revolution".
"When we came back in for pre-season the manager said: 'It's a revolution'. It definitely feels exciting, it's definitely something to look forward to," the veteran enthused.
"I think we'll have a better-balanced squad and better competition for places this season - and that's the key for the team to do better.
Of Di Canio's tactics, O'Shea explained: "We're wanting to play a lot more from the back. Hopefully there'll be a lot more for the fans to enjoy, a lot more fluid movement and interchanging between our wide players and our attacking talent."
"The manager's very ambitious, very hungry. I've seen his appetite for the training sessions and the preparation he puts in, and the detail he goes into.
"He wants to improve and he wants to go on and be one of the best managers around. He wants his team to follow that ambition. He's got passion and it's a good thing to see that passion."