Pedzisa mutsara unotevera: Asati apinda mumutungamiri, Capello akapedza makore ekutanga e1980 achidzidzisa zvikwata zvechidiki zveMilan. Kuunza tarenda rakadai saPaolo Maldini naAlessandro Costacurta, akatungamira vari pasi pemakore gumi nemapfumbamwe kuhwina mukombe wevechidiki. Akapedza bheji rake rokupedzisira rokudzidzisa muna 1986. Akakwidziridzwa kuva murairidzi wechikwata chekutanga muna 1987, uye akashanda semubatsiri waNils Liedholm. Chiitiko chake chokutanga somurairidzi mukuru chakanga chiri kutungamirira Milan mumitambo mitanhatu yokupedzisira ye
Mwaka wa1986/87, achitsiva Liedholm uye kuwana UEFA Cup makwikwi mumutambo wekutamba neSampdoria. Mwaka wakatevera, zvisinei, Silvio Berlusconi akabhadhara Arrigo Sacchi semutungamiri mutsva we "Rossoneri" uye Capello akaenda parutivi, asi achiri kushanda kukirabhu.