The Italian insisted the club did not force the player to leave and that, instead, it was the right time for the Benin international to leave the Stadium of Light
The attacker is in line to make his West Brom debut against the Black Cats on Saturday, having received his work permit on Wednesday following his deadline-day move away from the Stadium of Light.
The north east outfit's manager Di Canio has been critical of the 29-year-old ahead of the game, stating he has no regrets around the player's departure and questioning Sessegnon's commitment at the end of his two-year spell with the club.
"It is clear that we didn't push him out because 10 days, two weeks before (deadline day) I said I would keep him," the manager confirmed to reporters.
"But to be honest, once we spoke and I said 'I want to keep you' then I had a player whose performances were not good in front of everybody.
"He had a very good pre-season and in the first two games you can play badly, but the body language was not of a player who wants to give his best and then we had a crucial match.
"It was the cup, in the moment of the season when we hadn't won a game yet and everybody was at the stadium. After quarter of an hour, at the same time that we conceded a goal, my player was out somewhere and was found.
"It means you don't care. It means you don't care about the club so your time is gone. It was the opportunity to say for everybody, and especially for him, OK, time to go.
"For this reason he left, not because he is a bad guy because he tried to give his best, but in my opinion, his time was finished at Sunderland because he was not capable anymore to give his best."