Players' union boss Gordon Taylor said the Sunderland manager could not be "a law unto himself".
Di Canio who stated that the length of the player’s holidays would be based on his team's performance against Tottenham last Sunday said last week he had fined seven players and had threatened to sell those who had misbehaved.
The PFA boss said they would determine if the punishments were "acceptable" or if there were grounds for an appeal.
"I wouldn't want to go any further at this moment, so as not to prejudice any particular situation," he said.
Taylor admitted there had been contact between the PFA and Sunderland players already, while discussions had also been held with the Premier League club.
"There has been some complaints, yes," said Taylor.
Di Caneo is known to be a disciplinarian and he has installed more steal into his team but what was acceptable when he was the manager at Swindon must apply to all players if the PFA is to get support.