Sessegnon is set to make his WBA debut against Sunderland.
Di Canio said: "It is clear that we didn't push him out because ten days, two weeks before I said I would keep him.
"Once we spoke and I said 'I want to keep you' then I had a player whose performances were not good in front of everybody. And this was after our communication and I had exposed myself. He trained in some way which is not because he is a bad guy but because it can happen, maybe he was not in a good mood.
"He had a very good pre-season and in the first two games you can play badly but the body language was not of a player who wants to give his best and then we had a crucial match. It was the cup, we hadn't won a game and everybody was at the stadium. After quarter of an hour, at the same time that we conceded a goal, my player was out somewhere and was found.
"It means you don't care. It means you don't care nothing about the club so your time is gone. It was the opportunity to say for everybody, and especially for him, ok, time to go.
"It was good for us because we had the chance to bring in two players. For this reason he left, not because he is a bad guy because he tried to give his best but in my opinion, his time was finished at Sunderland."