The Italian will take his first managerial steps at the Wiltshire club after signing a two-year contract to succeed Paul Hart, who departed at the end of last month following relegation from League One.
Di Canio, who was officially unveiled as Town's new manager at a press conference on Monday morning, played under Harry Redknapp for two-and-a-half years at West Ham and has already spoken to the Tottenham boss about possible loan signings. "I have good contacts," Di Canio said.
Di Canio has also been in contact with Italian giants AC Milan, with whom he won the Serie A title in 1996 during his only season at the San Siro. However, the 42-year-old insists that the core of the team will remain English.
"We are close to signing Lionel Messi," Di Canio joked. "But seriously, we need people with good physical qualities. And that happens everywhere, not just League Two. But seriously, we need people with good physical qualities. And that happens everywhere, not just League Two.
"I know that Harry Redknapp would be willing to help me out with players and I have spoken positively to the chairman at Milan about lending up and coming youth. But most players that we want to bring in are English. We are in England, they know this football and they know how to win this league.
"But we also have ideas to bring in two or three intelligent players with the right head as a professional. People who are not worried about physical competition."
Asked about beginning his managerial career in England, Di Canio said: "For me it was an easy decision. I played in this country for several years, it is my second home. I love England, I love the life. It was important for me to choose the right place, and this is it.
"I saw the enthusiasm and desire to win. I want to have success. I want to win and this is the best place. I am sure of my knowledge and my thinking on football. I am not nervous, I feel excited. I like to compete and have a chance because when I used to play I liked to help the players achieve their ambitions."
The Italian added: "I want to play good football, attractive football with passion and desire. If we win, we together - for the club, for me, for the players and especially for the fans. The fans are the most important part of the club anywhere in the world. Can you imagine playing in an empty stadium? It must never happen. When I got closer to the stadium I thought maybe one day we can celebrate with people inside it."
Source: PA
Source: PA