Downing, who saw a move to Tottenham fall through last month because they could not match Middlesbrough's £12million valuation, was in the original 30-man party.
"I found out on television that I wasn't in the 22," he said. "That was a bit disappointing.
"The only talking I can do is on the field, so I've just got to keep my head down and keep playing well. If I was in his thoughts for his 30-man squad I'm sure he'll still be thinking about me. David Bentley went in and took his chance and Ashley Young will get a chance. Capello will pick the team on merit so the only thing you can do is play well and then he'll pick you.
"I spoke to some of the lads in the squad, Jonathan Woodgate mainly, and he told me he's very strict and he knows what he wants. If you listened to their interviews in the week they were all a bit nervous, almost like going back to school. It's good for the nation and good for the players themselves. He's there to get results. If that's the way he wants to go about it then fair enough. If he wins something then people will say it was the right thing to do.
"I want to be part of it and I'm looking forward to getting into the next squad.
"I'm glad January is out of the way. There was a lot of speculation and it was unsettling. I'm glad I can concentrate on climbing the table with the team now.
"There are England games and important matches coming up and there are people fighting for places so I've got to be on my toes and keep playing well."