Capello walked out of his job last month after the FA decided to strip Terry of the captaincy against his wishes.
"Quite clearly, Fabio backed me," said Terry. "That comes from a relationship that was built up between myself and him.
"I stood up for him on the football pitch and he stood up for me off the pitch. I respect that from him, I respect him as a man and for what he did for me. Complete respect both ways."