The Stadium of Light outfit have taken just one point from their opening four league games, and the 3-1 reverse at home to Arsenal on Saturday left them propping up the table.
But Di Canio is undeterred by Sunderland's slow start, and believes his players will improve when the squad become more familiar with one another.
"To be bottom isn't very good," Di Canio admitted. "But I am not worried.
"That might sound strange but it is only the fourth game, not the 20th.
"The performance (against Arsenal) made me more confident. If we don't light this fire we will have a problem. We have to be more angry with ourselves.
"We need to fight more at West Brom (on Saturday) otherwise we will have a problems. We have still not gelled completely. They haven't got the confidence to scream at each other but at this stage of the season I can't be angry.
"In 20 games' time, if we are still at the bottom, we lose, then I am angry. Now? No.
"Once we win three, four games in a row, listen to me now, we will play good football, we need to keep going and work together, maybe keep the same team for three or four games.
"We are going to get some points I am sure. We will have John O'Shea and Emanuele Giaccherini back, and I have many options to choose from to get the right subs.
"We'll get enough points and another three games will make a big difference for us and then, after the international break, we have 31 to play."
