Currently back in Italy preparing for an operation on the sinus problem that has plagued him for much of the season, the 32-year-old striker was livid about an article that appeared in The Mirror newspaper on Friday and called from the hospital in Rome to pass on a message to the supporters.
The daily tabloid printed a picture of a removal van containing many of Paolo's belongings and his car, with the insinuation that they may be heading out of England along with their owner - for good.
With many press critics and so-called 'experts' insisting that the Italian has played his final game for the club, there is a chance that some shell-shocked Hammers fans may be inclined to be swept along with that belief, but Paolo is desperate to throw cold water on the rumours.
He said: "Every time it's the same story, when I come home to Italy they write bad things.
"Every year I send my car and some of my belongings back to Italy, because I spend the summer there. I don't want to drive my car across Europe for two days and I don't own 20 cars - only two - so it is nothing strange to send a van.
"And when I come back to England in July, I will do the same thing.
"I can understand that at the moment they want to make big stories because of what has happened, so that they can sell newspapers, but what they write is absolutely rubbish.
"I want to tell the supporters that this is all rubbish in the newspapers and that they must not think that Di Canio is going because next season I am there, with the West Ham shirt."
He says that the media frenzy over the manager's departure is only to be expected, and urges the supporters to remain calm in the face of it all.
"They have made up many stories because Harry and Frank have left and from one picture they have tried to make a bad situation for me. But it is not fair that they do that, to I am doing this to tell the West Ham supporters straight, to wait for me because I will be there next year.
"Di Canio will not leave West Ham, so every time they read a story like this, they must understand that it is not true and only a paper trying to make up a bad situation between me and the supporters.
"Yes, when Harry left I said I was sad and I hoped he had a good future, because he was very important to me. I had a bad moment in my career, and he was the only one who believed in me, so I owe him a lot.
"But I also owe the supporters a lot and I am staying because I feel the West Ham shirt like a second skin. I am there for the next two years and, I hope, many years after that."
And Paolo says that the only way to look now is forward, in the hope of a bright future for the club.
"It was a shock for everyone," he admits, "because now we have to change and start again with a new manager, but this is football and we have to be prepared for this.
"It is important that Harry moves on and gets another good job with Frank, but it is the same for us. We have to move on and understand that we are paid by the club and that we play for the supporters, who follow us every year.
"I know nothing about who will be the new manager and I don't want to think about it at the moment because I have other things in my head - like this operation.
"It is not something I am ready to do because I want to concentrate on playing for the next two years.
"Now we need a strong man who has the respect of all the players. If we want to be a big club we need to work hard every single day, work our socks off every single minute. If we don't do this we will have another bad season
"We have to stay calm because we are professional. I am sad now and I wish Harry all the best, but I have to think about the club that I play for. We have a good squad with some very good players and they have to be strong at this time and work hard."
And with a final message for the fans as the summer approaches, he said: "I love them, they know this. I want to stay there because we have to repay them for this bad season and we must be successful next year.
"I am going to train hard this summer and I hope the other players do too, because we must make sure that we are prepared to do something special for the West Ham supporters next season."