Kammala jumla mai zuwa: Kafin shiga cikin gudanarwa, Capello ya shafe farkon shekarun 1980 yana horar da kungiyoyin matasa na Milan. Ya kawo ta hanyar baiwa kamar Paolo Maldini da Alessandro Costacurta, ya jagoranci 'yan kasa da shekaru 19 zuwa nasarorin gasar matasa da yawa. Ya kammala karatunsa na karshe a shekarar 1986. An daukaka shi zuwa kocin farko a 1987, kuma ya yi aiki a matsayin mataimakin Nils Liedholm. Kwarewarsa ta farko a matsayin babban koci shine jagorancin Milan a wasanni shida na karshe na gasar
1986/87 kakar wasa, maye gurbin Liedholm da cimma cancantar gasar cin kofin UEFA a wasan share fage tare da Sampdoria. A kakar wasa ta gaba, duk da haka, Silvio Berlusconi ya ɗauki Arrigo Sacchi a matsayin sabon manajan "Rossoneri" kuma Capello ya yi nesa, amma har yanzu yana aiki a kulob din.