Di Canio has seen three key players return to their parent clubs as John Boston, Chris Martin and Danny Hollands returned to Spurs, Norwich and Charlton respectively when their loans expired over the weekend.
Robins' Chairman Sir William Patey has said Di Canio will not be given extra funds during the January transfer window.
"I will do everything to keep them, even put my own money in," the Swindon boss told BBC Wiltshire.
"I will spend £20,000 or £30,000 and put my money in to keep them for as long as we can, because I care and I want to win. I'm sure with them we have more chance to win.
"When I die I will have a bit less money but will have the victory as a manager".