He is in no doubt that it those on the field, not off it, who need to look at themselves as the Hammers try to end Aston Villa's five match unbeaten run at the weekend.
"Maybe some people outside the dressing room think it is Harry Redknapp's fault," he says.
"But that is not my opinion: it is only our fault because we have the same players as three months ago, and we beat Manchester United, Sunderland, Charlton, Manchester City 4-1 when we were 1-0 down...
"So, we are the same players, the same side, the same legs, the same faces; it is only our fault, not the manager's fault.
"We didn't change seven players or the tactics, we have the same personnel so we know what we have to do.
"The thing is we are not doing what we did for a few months ago, and this is our problem, only the players' fault."
Has Paolo, as the current captain, had any special discussions with Harry about the situation?
"No - he is the manager, and he told us we have to keep our responsibility because we are in a relegation battle. "
Paolo is still recovering from the defeat on saturday, and admits:
"I felt very down."
As for the crowd reaction, he adds:
"It is not their fault, they can protest in every way.
"I prefer this protest to italian supporters who protest with stones or maybe they invade the pitch.
"But they are civil people."
He says the dissatisfaction is justified, explaining:
"It's not just after one or two games, now it is a long time that we've played very bad.
"Now they have all my understanding and support because I can understand they are very depressed.
"20 minutes from the end they left Upton Park, this is normal after 5 games in a row.
"But we didn't only lose the result, we were every time the worst side on the pitch and this is terrible.
"It's not my words, it's the fact that we saw this, the manager saw this."
"We have to look at getting two or three good results in a row if we want to stay up, and afterwards we can maybe start thinking about next year.
"I can't believe we are battling relegation with the potential we have in the side; this is not possible, but it is the real situation and we have to keep our concentration to do well in the next two or three games."
Di Canio is 33/1 to score the only goal against Villa - click here for details.