Beckham has been ruled out of England's bid for glory in South Africa this summer with an Achilles injury.
"Beckham is an example for everyone else," said Capello.
"There were so many times when he could have gone on holiday but he preferred to be with us.
"He is dedicated to the England team and to the 2018 World Cup bid."
However, Capello insists his intention for Beckham has nothing to do with coaching, either the squad as a whole, or individual components within it.
"David Beckham will not be on my coaching staff. Absolutely not," said Capello.
"He will stay with us and he can help us during the World Cup.
"But there will be no coaching. You have to respect the other coaches."