The integration of differential equations of Feynman integrals can be greatly facilitated by using a canonical basis. This paper presents the Mathematica package CANONICA, which implements a recently developed algorithm to automatize the transformation to a canonical basis. This represents the first publicly available implementation suitable for differential equations depending on multiple scales. In addition to the presentation of the package, this paper extends the description of some aspects of the algorithm, including a proof of the uniqueness of canonical forms up to constant transformations.