"I don't have to answer this question any more," said Di Canio.
Di Canio's managerial record
He said the club had already issued "a very good
containing "very, very clear words" from himself.
Di Canio added: "I don't want to talk about politics. I'm not in the Houses of Parliament, I'm not a political person, I will only talk about football."
However the campaign group Kick It Out, which wants to eradicate racism from football, said it believed the club and Di Canio could go further.
It said in a statement: "It is not part of Kick It Out's remit to sanction the selection of staff of football clubs. However, football clubs have a responsibility to ensure that their employees demonstrate a commitment to anti-discrimination and equality of opportunity.
"It may be in the interest of both the club and Mr Di Canio to acknowledge a full and frank commitment to these policies."
Durham Miners' Association,
a powerful workers' organisation in the north-east, is unhappy with Di Canio's appointment and has called for Sunderland to return the symbolic Wearmouth Miners' Banner, which is on permanent display in the Stadium of Light.
"I, like many thousands of miners, have supported Sunderland from infancy and are passionate about football," said DMA general secretary Dave Hopper. "But there are principles which are much more important."
He is reported to have said in an interview with Italian news agency Ansa in 2005 that his straight arm salute when playing for Lazio was aimed at "my people", who he defines as members of
Benito Mussolini's fascist movement
and was not intended to incite racial hatred.
In his autobiography, he admitted being "fascinated by Mussolini", who was Italy's leader during the Second World War.
During Tuesday's news conference, BBC Sport's Dan Roan twice asked the Italian to clarify his political views.
Paolo Di Canio's clubs
West Ham United
But Di Canio said: "I only want to talk about football, otherwise we will give time to the other reporters to ask me something about this club, my new club."
The former Celtic and West Ham player is confident of winning over critics unhappy about his appointment.
"It was the same for a different reason at Swindon," Di Canio added, speaking about himself in the third person. "There was many, many people who could not believe that Di Canio was the right manager for the club.
"After two months, there were 9,000 people at the end of the game clapping their hands for my players and singing my name.
"It is more important the Sunderland fans sing my players' names as they need the extra lift. They will then be happy, probably, as they will think they were wrong and now we have to keep Di Canio forever."
When asked about his plans for Sunderland, Di Canio said he would "bet everything" on his ability to keep the club in the Premier League.
Di Canio said: "The press call me the mad Italian but I would confidently bet everything I have on Sunderland remaining in the top flight.
"When I got the call, I felt fire in my belly. I would have swam to Sunderland to take the job.
Di Canio's managerial philosophy
"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.
"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."
Di Canio has taken the backroom staff that supported him at Swindon to the Stadium of Light.
He has appointed Fabrizio Piccareta as first-team coach, with Domenico Doardo taking over as goalkeeping coach. Fitness coach Claudio Donatelli and physio Giulio Viscardi will also work under the Italian.
Di Canio was handed his first managerial role by Swindon in May 2011, replacing Paul Hart, and was in charge for 21 months.
After securing promotion and with Swindon in the League One play-off positions,
after becoming frustrated by off-the-field issues.
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