"The club is immensely proud of its players for the dignified and restrained manner in which they have conducted themselves since Mr Di Canio's departure and it is particularly disappointing to read such comments when there are legal obligations in place to ensure such behaviour does not occur.
"The club is now considering its position with its legal representatives."
Di Canio described two of his former players as "rotten" at the weekend.
A player revolt was understood to be the outspoken Italian's undoing at Sunderland with midfielder Lee Cattermole and full back Phil Bardsley, both deemed surplus to requirements by Di Canio, thought to be among a group that demanded his sacking.
"Those two players were rotten," Di Canio told Britain's Sun on Sunday newspaper. "The most unprofessional players I have ever worked with.
"It's no surprise these players were kicked out of my plans. The reason Sunderland stayed up at the end of last season was because Cattermole was injured and Bardsley played very little."
Di Canio, who was replaced as manager by Uruguayan Gus Poyet, also hit out at captain John O'Shea.
"I don't like people who, when they speak to you, don't look into your eyes," the Italian said.
"He should say sorry to some of his team mates for the many times he came into my office to say something unfavourable about them.
"This is the same person that also came to me when I first took over and said things about (previous manager Martin) O'Neill."
Second from bottom Sunderland host fellow strugglers Stoke City in the league on Wednesday.
(Writing by Tony Jimenez; editing by Rex Gowar)
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