Capello said: "I decided before the Champions League final that John Terry would be captain for the game with the United States.
"But, from John's point of view, it is possible that it will help him to be captain in the next game as last Wednesday was not very nice for him.
"I've spoken to him - but not about the penalty. I spoke with him to know about his state of mind, his psychological state of mind. I spoke with him but it's something private between us."
He said: "If you look back, players like (Roberto) Baggio, (Franco) Baresi are big players who have missed big penalties. If you take a penalty, it's always possible not to score.
"If you stay on the bench and don't take one, it's easier not to make a mistake. I think the players and the manager are strong during the games - but the emotion is always there.
"I've shown my emotion two or three times. Not for this reason but I have cried over football. I cried once in a private situation. On the pitch I did it after my last game when saying goodbye to Milan. A good memory."
Capello has still to decide who will be appointed full-time captain for when the 2010 World Cup qualifiers get under way in September.
"Maybe I have to choose one, or possibly one other one. A different one on Sunday maybe."