Di Canio, 44, replaced Martin O'Neill at relegation-threatened Sunderland on Sunday and his appointment sparked the resignation of a former government minister from the club's board.
David Miliband stepped down because of remarks the former Swindon Town boss made to Italian news agency ANSA in 2005 when he said: "I am a fascist, not a racist".
"I was prepared for the interest, not because it is Paolo Di Canio but because of the change at the club," the Italian told a news conference in an effort to steer talk away from politics and back to football.
Defeat to Manchester United on Saturday prompted Sunderland to oust O'Neill.
In 16th place in the table and without a win in eight games, they have only seven matches remaining to pull away from danger but Di Canio was confident.
"When I got the call from [Sunderland chairman] Ellis Short, I felt fire in my belly. I would have swam to Sunderland to take the job," he added.
"The press like to call me the mad Italian, but I would confidently bet everything I have on Sunderland remaining in the top flight."
Di Canio enjoyed a colourful playing career with clubs including Juventus, AC Milan, Lazio, West Ham United and Celtic, but has never managed in the top flight and joins Sunderland six weeks after quitting Swindon.
Never far from the headlines, he is remembered for pushing over a referee while playing for Sheffield Wednesday in England and drew outrage in 2005 when he celebrated his Lazio side's derby win over AS Roma with a fascist-style salute.
"With my energy I'm sure we can get something from the next seven games. I hope my ways give the team more confidence on the pitch," he added.
"Players need to fight for the shirt - go out on that pitch ready to sweat and shed blood for the club.
"It's important that the fans are happy with how the team perform and I hope to achieve that. We're all working towards the same goal.
"I want to take things step-by-step. Firstly, it's Chelsea and we will be fully focused for that game."
