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.