Former foreign secretary David Miliband quit as vice-chairman following the appointment of Di Canio, who on Wednesday belatedly insisted in a statement he does not support "the ideology of fascism".
He could not prevent Sunderland's winless run extending to nine games as Chelsea won 2-1 at Stamford Bridge and declined to comment directly on his views in the post-match media conference.
Di Canio was more willing to elaborate when asked about his character in response to comments from his former team-mate David James, who wrote in The Observer that the Italian was "unlikable".
Paolo Di Canio: "Paolo Di Canio is Paolo Di Canio: I am like I am.
"As a person you don't change, but you become an adult, you become a manager.
"You can also handle your nature because you know now you're not a footballer, now you have responsibility for many others.
"Obviously your nature never changes, but you can lead, you can guide because you know that you have to be careful sometimes when you do something.
"I don't think you are the same person than 20 years ago, 10 years ago.
"We all change. We maintain the principles of when we were growing up, but we change a bit as a man, now as a manager."