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Paolo Di Canio again refused to publicly explain his political views after suffering defeat on his debut as Sunderland manager, but insisted "as a person you don't change".
He could not prevent Sunderland's winless run extending to nine games as Chelsea won 2-1 at Stamford Bridge and declined to comment directly on his views in the post-match media conference.
Durham Miners tell me they are a "lot happier now the club have stopped dithering" over the Paolo Di Canio fascism issue and said someone from Sunderland will visit them tomorrow.
They said their banner, which they had demanded to be removed from the Stadium of Light, can stay put.
The club's links to the coal pits goes back to 1936 when the local miners' association sent men to fight against fascists in the Spanish civil war.
Sunderland's new manager Paolo Di Canio is believed to have attended the funeral of an Italian fascist linked to a terrorist bombing that killed 85 people.
Pictures appear to show the Italian paying his respects three years ago to Paolo Signorelli, who was jailed for eight years after the Bologna train station attack in 1980.
Signorelli was later acquitted on appeal due to insufficient evidence but was found guilty of being part of an "armed band" and a "subversion against democracy", The Sun reports.
He had been a member of the Italian Socialist Movement which emerged after the collapse of Benito Mussolini's Fascist party.
Di Canio released a statement today saying he is "not a racist" and does "not support the fascist ideology."
Sunderland's new manager Paolo Di Canio has taken his first training session at the club since his appointment on Wednesday.
The session happened before the Italian released a statement saying he was "not a racist" and did "not support the ideology of fascism."
Sunderland's new manager Paolo Di Canio has released a statement on the club's official website where he says "I am not a racist and I do not support the ideology of fascism."
Lazio Football Club historian Alfonso Dessi has described Paolo Di Canio as a "true fascist" who had a "huge impact" on hooligan supporters because of his political ideas.
Dessi told ITV News that Di Canio's political views do not affect his football, but revealed his "bad temper" often got him into confrontation with Lazio's board.
Di Canio was confirmed as Sunderland manager yesterday amid a row over his political beliefs.
As a player, he had two spells with Lazio and is widely revered as a hero for the Rome-based team.
The Dean of Durham has said Paolo Di Canio's appointment as Sunderland manager "raises very difficult questions" because of the Italian's alleged links with fascism.
Reverend Michael Sadgrove admitted he was left "genuinely perplexed" at the football star's "unambiguous response" to media questioning of his political beliefs at his unveiling at the North East club yesterday.
In an open letter, posted on his personal blog, Rev Sadgrove said: "You say that you are not a racist, but it needs great sophistication to understand how fascism and racism are ultimately different.
"I can promise you that this distinction will be lost on the people of the North East where the British National Party is finding fertile ground in which to sow the seeds of its pernicious and poisonous doctrine.
"You did not necessarily know this before you came. But I believe that unless you clearly renounce fascism in all its manifestations, you will be associated with these toxic far-right tendencies we have seen too much of in this region."
The Sun has published a photo of new Sunderland manager Paolo Di Canio allegedly at the funeral of an Italian fascist.
The Italian football star reportedly attended the service for extremest Paolo Signorelli in Rome three years ago.
Signorelli had spent eight years in prison after being linked to a terrorist bomb attack which killed 85 people in 1980.
Latest ITV News reports
Sunderland manager Paolo Di Canio denied he was a racist or fascist after his controversial appointment received fresh criticism.
Yesterday's press conference at Sunderland's Academy of Light training base was illuminating in every way but one.