They reckon no contracts will be confirmed until they know about relegation.
Di Canio made his angry claims after criticising manager Glenn Roeder's decision to substitute him early in the second half of the Hammers' Sunday relegation battle against West Brom.
The Italian claims Roeder wasn't telling the truth about why he decided to pull him off.
The manager said it was because he thought the player was injured.
Di Canio (right) celebrates with Lee Bowyer on Sunday
But di Canio has questioned this, saying he is wondering if he was subbed because "they have already told my agents to look for another club for me next season".
Roeder had told reporters he had subbed him because di Canio "was not moving too freely".
And in fact di Canio had to miss his team's first training session after that match because of a virus.
Di Canio has reacted badly to being subbed before. He was fuming after he was taken off against Tottenham earlier in the season.
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