But he would not expand on a 2005 interview with an Italian news agency when he said he was “a fascist, but not a racist”.

His appointment has led to the resignation of the club’s vice-chairman David Miliband, Labour MP for South Shields and former foreign secretary.

Kick It Out expressed concern about the far-right in football and said Di Canio should make his position clear.

A statement said: “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.

“It is all too easy for positive progress and engagement to be compromised by inappropriate statements, and both Sunderland supporters and members of its local community will be looking for reassurance on these points.

“When fascism is referenced within the context of English football, there is a wider concern. The spectre of the rise of far-right groups in some parts of Europe cannot be allowed to undermine the progress made in the game domestically, and the increasing number of incidents involving both neo-Nazi and Ultra groups which have happened in places like Italy and Greece, must not be replicated here.

“Kick It Out and its partners have held concerns for some time about similar groups operating in the UK. Now is the time to reinforce this vigilance.”

Di Canio however blasted the furore over his appointment as Sunderland manager as “ridiculous and pathetic” and warned that he may not speak to media who continue to question him on the subject.

He said: “I don’t have to answer any more this question. There was a very good statement from the club, (with) very, very clear words that came out from me.

“My life speaks for me so there is no need to speak any more about this situation because it’s ridiculous and pathetic.

“I can’t every two weeks, every two months, every 10 months answer the same questions that are not really in my area.

“We are in a football club and not in the House of Parliament.

“I’m not a political person, I will talk about only football. People that respect others have to be straight and I don’t want to give a chance any more to someone for example who comes to a press conference and talks about something that is not football.”

Di Canio has been pictured making a fascist salute to Lazio fans in the past and the Durham Miners’ Association has asked the club to return a symbolic banner which is kept at the Stadium of Light if Di Canio remains in his post, describing his appointment as a “betrayal and a disgrace”.