The Hammers trail the Frenchmen by one goal from the first leg, and fell behind here to a second-minute strike by Emile Heskey that caught them napping. Yet after they had regained their composure, they restricted the visitors to barely a decent shot on goal, while threatening through Di Canio to run rampant in Leicester's goalmouth.
Virtually the only consolation Leicester could take from this game was that Frank Sinclair did not score his third own goal of the season, although the right-back came close with a clearance three minutes from time, much to the amusement of the West Ham fans and of the Leicester manager, Martin O'Neill.
Di Canio joined the Hammers from Sheffield Wednesday last winter and was as influential as anyone in their run to fifth place last season and the InterToto Cup. If they are victorious in midweek, they will be in the Uefa Cup and if Di Canio can maintain this sort of form, then that should be a formality.
Not that a win to maintain the Hammers' unbeaten start to this season looked likely with just two minutes gone. A brisk beginning by Leicester saw Heskey make unimpeded progress through the penalty box, as the West Ham defence went on collective holiday, and the striker, nicknamed "Bruno" by Leicester fans, showed he does have a featherweight touch when necessary as he glided the ball past Shaka Hislop and into the net from an incredibly tight angle.
That was the start of a period of Leicester domination, which O'Neill summarised as "a splendid first 30 minutes", and he added: "I thought we looked a decent side.'' But despite Leicester's possession they failed to create further chances and were lucky after 20 minutes not to add to their tally of own goals this season. Neil Lennon tried to cut out Di Canio's cross, and, instead, forced his goalkeeper Tim Flowers into a fine save.
But the former England international was helpless nine minutes later when Frank Lampard, a powerful presence in midfield all afternoon, mishit his shot only for Paulo Wanchope to redirect the ball into the net from 10 yards. That was a cue for Hammers, and Di Canio to dominate. As their manager, Harry Redknapp, said afterwards: "Di Canio is a clever player and knows what he is doing. He is a master of a football."
Eight minutes into the second half, Di Canio struck, mopping up a loose ball from 15 yards out with a shot that found Flowers' top-left corner, and as Leicester searched for the equaliser, Di Canio caused havoc, feeding Lampard for a shot before going close himself.