However, with no sign of the controversy abating, the Italian chose to issue a statement to explain his stance.
"I have clearly stated that I do not wish to speak about matters other than football," he said. "However, I have been deeply hurt by the attacks on the football club.
"This is a historic, proud and ethical club and to read and hear some of the vicious and personal accusations is painful. I am an honest man. My values and principles come from my family and my upbringing.
Di Canio's managerial philosophy
"I feel that I should not have to continually justify myself to people who do not understand this. However, I will say one thing only - I am not the man that some people like to portray."
Following Di Canio's statement, Dave Hopper, general secretary of the Durham Miners' Association, told BBC Sport that he hoped the issue could now be "put to bed".
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.
He retired in 2008 after spells with Lazio and former Serie C1 side Cisco Roma. He was handed his first managerial role by Swindon in May 2011, replacing Paul Hart.
In the 21 months he spent at the County Ground, Di Canio led Swindon to promotion via the League Two play-offs, but resigned with the Robins going well in League One after becoming frustrated by off-field issues.
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