Hart was third-choice shot-stopper for the 2010 World Cup in South Africa but claimed the No.1 jersey during the Italian's reign with some outstanding performances for Premier League leaders Manchester City.
Having not lost in any of his 16 internationals, Joe Hart has become something of a lucky charm for the national side.
And the 24-year-old insisted he enjoyed his time under Capello and wants to maintain his unbeaten record.
He said: “He knows my name which is a nice change!
“For myself, it [the Capello era] was an adventure. I’m very grateful for what Mr Capello did for my career. I was really honoured that he put me in as his number one.
“But I’ll do my best for any England manager. Not losing is a great record to have and I want that to keep going."
Interim England boss Stuart Pearce signed Hart from Shrewsbury for £600,000 during his time at City before selecting him for the under 21 side.
And Hart claims that the former England full-back should be seen as a genuine contender for the vacant managerial position.
“For myself, he is a candidate,” Hart said. “He’s a passionate guy. England is perfect for him.”
The City goalkeeper also believes that Wednesday's opponents the Netherlands will be a tough test and commended the form of striker Robin van Persie.
“He [Van Persie] is slapping goals in left, right and centre. But he’s not invincible. We beat Arsenal 1-0 at Manchester City.
“Holland could be one of our biggest rivals at the Euros so we have to play like a tournament game. They are World Cup finalists and we need to be winning games like this.”