"What I can say is that if someone is hurt, I am sorry, " added Di Canio.
But with Di Canio, the good and the bad must be measured against the ugly.
Di Canio, Ferdinand and Cantona all went on to enjoy successful Premier League careers, despite their off-field problems.
While Di Canio faces scrutiny off the pitch, on it his new team are sinking without a trace.
And Alessandro del Piero, Paolo di Canio, Ronaldo and England midfielder David Beckham have all felt the coach's wrath.
Di Canio's politics seem to come in stark conflict with Sunderland's recent attempts to establish itself in the African market.
Joe Cole sent over a teasing cross from the right and Di Canio glanced an angled header against the post.
Instead of scoring into an empty net as the Everton goal keeper lay injured Di Canio opted to stop play instead.
After returning to Lazio in 2004, Di Canio made remarks which he has refused to clarify following his appointment at Sunderland.
Sports journalist Gabriele Marcotti has written a biography of Mr Di Canio and suggested the club appointment would always upset some people.
In 1998, current Sunderland manager Paolo Di Canio was banned for 11 games after pushing a referee while playing for Sheffield Wednesday.
As always, Di Canio plans to meet his latest challenge head on.
Former Swindon Town chairman Jeremy Wray, who gave Mr Di Canio his first managerial job, described Mr Miliband's resignation as a "kneejerk response".
Within a matter of hours of Paolo Di Canio being appointed as Sunderland manager on a 30-month deal, a director resigned in protest.
Sunderland travel to St James' Park under new manager Paolo Di Canio, needing points to move away from the Premier League's relegation zone.
Despite his controversies on and off the pitch, the charismatic Di Canio was popular with many fans of the clubs he played for.
CNN: 'Fascist' appointment prompts ex-MP to quit soccer club
"The press call me the mad Italian but I would confidently bet everything I have on Sunderland remaining in the top flight, " declared Di Canio.
When he broke into the West Ham first team, which already featured Paolo di Canio, he was positioned wide in a 4-4-2 or 4-5-1 formation.
BBC: Can Joe Cole fulfil early promise and revive Liverpool?
Manager Paolo Di Canio led the celebrations as goals from Stephane Sessegnon, Adam Johnson and David Vaughan propelled Sunderland three points clear of the drop zone.
Both have said that Di Canio's appointment will not affect their relationship with Sunderland, while several fan groups told CNN Tuesday that they supported his arrival.
Campaign group Unite Against Fascism said it was "not surprised" by Mr Miliband's decision and called on Mr Di Canio to retract comments on his political views.
The Mandela charity, whose partnership was publicly launched at a high-profile home match against Manchester United on Saturday, met with Di Canio and club officials on Monday.
"I will always salute as I did because it gives me a sense of belonging to my people, " Di Canio told journalist Gabrielle Marcotti in the player's autobiography.
Di Canio's previous experience as a manager amounted to a year and a half in charge of Swindon Town in the third and fourth tiers of English soccer.
Sunderland's new manager, Paolo Di Canio, will handle his first English Premier League game in charge against Chelsea on Sunday with a serious relegation battle on his hands.
Di Canio first came to Britain as a player in 1996 when he joined Celtic, and followed his time in Glasgow with spells at Sheffield Wednesday, West Ham and Charlton.
Di Canio is not the only Italian footballer or manager to express sympathy with Fascism or flirted with the ideology, notably Daniele De Rossi, Christian Abbiati, Gianluigi Buffon and Alberto Aquilani.
Di Canio, renowned for his colourful gestures as a player in the EPL with West Ham and as a manager with lower league Swindon, had his full repertoire on show at Stamford Bridge.
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