He said: "My club boss commands respect because of his achievements, his work ethic and the ideals he manages by.
"There's definitely a respect for what he's achieved and hopefully he can bring that to us. You want to be part of the new regime."
Capello conducted training in broken English, which impressed the players, although they were taken aback by his use of their surnames.
It was a far cry from when Steve McClaren referred to his captain as JT and his midfield driving force as Stevie G.
Ferdinand said: "You can't do anything but look forward to this because when you look at the boss' CV, he has been successful in different countries, coaching some of the best players in the world.
"You want to suck up as much information as you can.
"You want to be coached by people who have been successful and have the know-how to win things.
"I don't know for sure it will make us successful because I'm not Mystic Meg.
"But we will be trying our hardest 100 per cent."