With Leonardo now taking over as director general of Paris Saint-Germain, Capello is back in the Nerazzurri frame.
"I am on vacation in Marbella, spending time in the sun with my grandchildren," he told Sky Sport Italia.
"I don't know what you're talking about. I haven't been keeping track of what's happening there, as my grandchildren are in charge of the television and they want to watch Walt Disney rather than sports news.
"As for Leonardo, everyone chooses what they think is the right path for their career and I respect those decisions. Besides, don't forget I was the one who brought Leonardo to Milan as a player."