Sevilla were in advanced talks to sign Mariano last month before Real triggered their buy-back option.
Caparros recalled: "We decided to bring him in, but if the player changes his mind ... we can not do anything.
"Mariano told us he wanted to come. The footballer decides that he wants to play for Sevilla and that he wants to be an international with Sevilla, but after he wants to return to Real Madrid when he will triumph in Seville, then ...
"But hey, that's the past. Logically, we wish him the best."