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.
Di Canio played 118 games for the Hammers over four years scoring 48 goals and making many more.
He is remembered as one of the greatest players ever to wear the famous Claret and Blue, quite a compliment considering the amount of talent that has passed through the Boleyn Ground over the last 112 years.
But the former Sunderland boss has revealed things may have worked out different had he not received sage advice from an Arsenal legend and Liverpool great on the 'West Ham way'.
'They really helped me understand'
Speaking to West Ham's official website, Di Canio said he was still grateful for the help he received on signing for the club back in 1999.
"When I first arrived I met (Neil) Razor Ruddock, Ian Wright and the other senior players, they really helped me understand what it’s like to wear a West Ham shirt, what it meant to play for West Ham," Di Canio told whufc.com.
"I always hope we get the best results ever.
I want to see the people celebrate with a cup one day soon, the fans deserve that.
"West Ham will be in my heart forever."
The 'West Ham Way'
The 'West Ham way' has often been dismissed as something of a myth by managers like Sir Alex Ferguson and even ex Hammers boss Sam Allardyce - much to his derision - down the years.
But it is essentially a culture, within which the club tries to play the ball on the floor in a skillful way to not only win but also entertain fans.
Attacking football with flair, helping young players emerge and showing passion for the shirt is the essence of the West Ham way.
Di Canio did all of that and then some during his time with the club of that there is no doubt.