The Italian quit the League One club last week after a string of bust-ups.
Since then, the Robins have been taken over by a new consortium, prompting claims Di Canio may be tempted back.
But the 44-year-old, who took the club from League Two to the top of League One, said: "No chance. My chapter at Swindon is finished in terms of being the manager.
"I didn't see a very strong desire to keep Paolo Di Canio so, for that reason, I decided to leave.
"I am a straight man and I handled a situation this year that was absolutely incredible, I don't have any regrets."