"I think there are statements to be made at the right times and there are wrong things that can be done at the wrong times," he told Sky Italia television.
"I believe that in difficult moments a captain must take control of his ship and stand at the wheel."
Capello also gave his opinion on the fact that Roberto Donadoni wants his Italy contract renewed before Euro 2008.
"I think it would be a sign of confidence in the Coach to renew his contract and then it can be up to the tactician to say 'I have a deal, but I didn't do the job, so I thank you and leave.'
"I left Milan when they specified an ‘if' in negotiations. I tried to win, I did win and I walked away."