The former Milan player was quoted as saying that the "problem" has developed in the past month. His revelation will merely add to Parkhead uncertainty in the wake of Celtic's Tennents Scottish Cup semi-final exit at the hands of First Division Falkirk on Wednesday.
Pierre Van Hooijdonk left the Glasgow club for Nottingham Forest earlier this year after a lengthy contract dispute with the Celtic chairman, Fergus McCann, and the Portuguese striker Jorge Cadete is also said to be unhappy with his terms.
"I don't have the same problems as in the past with Pierre and Jorge, but they are similar," Di Canio was quoted as saying.
"My problem started one month ago, but you know when you see me on the pitch that I give all my body and energy and I don't speak about these things before the semi-final because I think I have a bigger respect for people.
"I go on the pitch because it is my work. I'm a lucky boy. I play football and have a lot of money from this. I have some problems, not the same, but similar, and in the future you will know."
Di Canio has backed the under-fire Celtic manager, Tommy Burns, saying he should receive support from McCann.
Di Canio, who has deputised as captain for Celtic in the absence of Paul McStay in recent weeks, will have his season cut short.
The Italian is available for Celtic's visit to Hibernian on Sunday 4 May, but will serve a two-match Scottish Football Association suspension following a controversial booking from the referee Willie Young against Falkirk.
He will be banned for the 7 May game against Kilmarnock at Parkhead and the final match of the season against Dundee United on 10 May, again in Glasgow. Di Canio collected three points for the yellow card issued by Young for an alleged diving offence after a challenge by Falkirk's David Hagen.
The SFA confirmed yesterday that there was no mention in the report from referee Young of any further trouble for Di Canio, who conducted a verbal exchange with the official after his booking.
However, Celtic yesterday moved quickly to issue a statement from Di Canio in which he reassured supporters of his future at Parkhead, although there was no denial that there is a problem.
Di Canio said: "I am very happy at Celtic. I have a great passion for the club and supporters. I have over three years of my contract to run and I am happy to honour my commitment. People should not doubt my commitment.
"I hope this will end any rumours that I am anything less than happy at Celtic and in Scotland. The Celtic supporters and Scottish people could not be kinder to me and my family."
Alex Ferguson yesterday paid tribute to the achievement of his former club, Falkirk, in reaching the Tennents Scottish Cup final under the guidance of one of his former team-mates, Alex Totten. "Alex was a team-mate of mine both at Falkirk and Dunfermline," Ferguson said. "It was an incredible result to beat Celtic. The final will be a great occasion for them and I think towns like Falkirk need the buzz something like that can give them once in a while."Reuse content