"We do our sessions where the defenders go off and we do attacking stuff, but that's normal.
Head coach Di Canio has been keen to make Graham feel a wanted man, despite injury ruling out the Gateshead born frontman of his first game in charge at Chelsea two and a half weeks ago.
"But that gives opportunities to other people and you've got to take it.
"It was good that he showed he wanted me to be around the place," said Graham.
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"I'll hold my hands up, in my first few games, my performances weren't too good.
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"I did the knee problem on the eve of the Chelsea game in training, I had a shot and tweaked it. I had to get a scan to make sure everything was fine.
Graham added: "To be honest, he hasn't done a lot of individual work. It's all been shape and team work.
"I got changed even though I knew I couldn't come on."
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But the 5million January signing has scoffed at suggestions that Fletcher's season ending injury has piled extra pressure on his shoulders.
But despite Di Canio netting 67 goals in 190 Premier League appearances, Graham insists there has been little one on one tuition for Sunderland's strikers from the former Sheffield Wednesday, West Ham and Charlton frontman.
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"The gaffer didn't want to run the risk in case I was out for the rest of the season.
"The individual stuff hasn't come as yet."
Graham, who was goalless in his first six outings for former club Swansea, told the Echo: "I took it (Fletcher's injury) fine, the press can take things how they want.
"But he came up to me and said he wanted me around the boys, even though I couldn't warm up or anything.
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the former Middlesbrough man's two outings under Paolo Di Canio have shown a marked improvement and he believes that shows he can handle the responsibility of being Sunderland's main striker.
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"It's unfortunate that Fletcher got injured, he's been a vital part of the club this season and scored 11 goals. It was a massive blow to the team.
Sunderland goal continues, with the 27 year old now drawing a blank in his first nine games for the Black Cats.
Graham suffered a knee injury on the eve of the trip to Stamford Bridge, but Di Canio still included him on the bench, even though he wasn't fit to play a part.
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"He's all about the team and how he wants us to go about things.
"But I've set my standard now and hopefully I can maintain that."
"He wants everyone together so it was nice to be included.
Opportunity knocks for Sunderland's Graham
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