Di Canio says they needed a response after defeat to Chelsea in the Champions League.
He said, "Last year at Milan was a year of training for many players, they had to win the championship and they won it.
"This year we can certainly expect something more. In a week in which you come from two heavy defeats against Chelsea you had to give an important answer in the league.
"And I think the team has responded in the best possible way, in my opinion this is called mentality."