The 40-year-old Italian was a cult hero during his time at the East End of London club, and having recently retired from football, he has turned his attention to the future.
The former Lazio forward hung up his boots in March while playing for Cisco Roma, and took his coaching badges in the summer. While he has set his sights high, he realises that he may have to start at a lower level before rising to the heights of the English Premier League.
"I took my badges just last summer because, of course, it is my target to become a coach somewhere in the future," Di Canio told Sky Sports News.
"My dream is to come back to England because this is pure and natural football with the passion and the atmosphere. It is unique in the world.
"But, of course, I must be open in my mind. What I would like to do in the future is coach in England.
"I have something special in my heart for West Ham, but I need to be open because I need to start somewhere.
"Once you start you can show your quality and can improve and try to do the best job you can in the future."
Di Canio also had spells with Celtic, Sheffield Wednesday and Charlton during his time in the UK.