The fiery Italian, who played more times for the Hammers than any other club in his career, enjoyed some amazing moments during his time in East London.
To name but a few there were the two memorable goals against London rivals Arsenal in a victory at Upton Park, the famous winner against Manchester United in the FA Cup at Old Trafford and who can forget THAT goal against Wimbledon.
But somewhat surprisingly only one of those moments makes the former Sunderland manager's top three moments according to the man himself in an interview with West Ham's official website.
'A moment of perfect technique'
Reflecting on his three most memorable moments in the claret and blue, Di Canio chose the exquisite scissor kick volley against Wimbledon as his favourite, saying it came off because he was always trying it in training.
"I always had great self-belief; it was a risk because if it went wrong a lot of people would have laughed," Di Canio told whufc.com.
"I was feeling confident at the time, so I decided to try and it worked. It was a moment of perfect technique."
His second favourite West Ham memory may come as something of a surprise given the tempestuous nature of the match, a classic 5-4 win over Bradford City which has gone down in Premier League folklore.
West Ham triumphed in one of the most remarkable games in history as Frank Lampard wrapped up victory with a goal seven minutes from time in a thrilling see-saw contest.
Harry Redknapp's men looked to be down and out when they trailed Bradford 4-2 with 25 minutes left. But led by Di Canio the attack-minded East Enders kept pushing forward and they were rewarded for their determined efforts with all three points.
The Italian had seen a number of legitimate penalty appeals ignored and at one stage sat on the sideline asking manager Redknapp to be substituted.
A fight between Di Canio and Lampard over who would take a penalty to make it 4-3 was just one of a plethora of memorable moments from a game the former Lazio star still savours.
"The penalty was not a great moment but it was OK because we were down all game," he said.
"There was a little friction, a difference of opinion between myself and Frank Lampard. But in the end I took the penalty. I said to him afterward, you will also score, and he did. So in the end it was a great day to share together.
"If I had missed the penalty I’m sure people would have wanted to kill me but I didn’t actually think about that at the time because I was focused, I was confident."
'Reunited with my Claret and Blue family'
Di Canio played 118 games for the Hammers over four years scoring 48 goals and making many more.
But his third favourite West Ham moment came long after he had left the club.
"Another special memory was when I came to play for Tony Carr’s testimonial, he’s another symbol of West Ham," Di Canio said.
"It was great to be reunited with my Claret and Blue family. I don’t see them often but they are in my heart always. To see them again was fantastic."
So there you have it word, the top three moments in the legendary striker's own words.
He is regarded as one of the club's best ever players and that is come compliment given the talent that has passed through West Ham over the years.