The Black Cats are rooted to the foot of the league table, one of only two teams yet to win a match this season, but the 45-year-old is convinced his side will recover
The Italian is undeterred by Sunderland's slow start, which has seen them earn just a single point, and believes his players will improve when the squad become more familiar with one another.
"To be bottom isn't very good," Di Canio told reporters after the match. "But I am not worried. That might sound strange but it is only the fourth game, not the 20th.
"The performance [against Arsenal] made me more confident. If we don't light this fire we will have a problem. We have to be more angry with ourselves.
"We need to fight more at West Brom [on Saturday] otherwise we will have a problems. We have still not gelled completely. They haven't got the confidence to scream at each other but at this stage of the season I can't be angry.
"In 20 games' time, if we are still at the bottom, we lose, then I am angry. Now? No.
"Once we win three, four games in a row, listen to me now, we will play good football, we need to keep going and work together, maybe keep the same team for three or four games.
"We are going to get some points I am sure. We will have John O'Shea and Emanuele Giaccherini back, and I have many options to choose from to get the right subs.
"We'll get enough points and another three games will make a big difference for us and then, after the international break, we have 31 to play."