The former England boss is eagerly anticipating his first game in charge on Wednesday, and has stressed that no players will be given any special treatment
The Sbornaya were unable to progress from a group with Poland, Greece and Czech Republic, and the newly-appointed boss, who replaced Dick Advocaat last month, is ready to help the side get back on track again.
"I am very proud as it is a big honour for me to be here and to work with a strong national side," Capello told the official Uefa website.
"The main thing we have to achieve now is to win back the support of Russian fans who feel insulted after Euro 2012.
"The key element is mutual respect between everybody who works with the team, between every member of the squad.
"Nobody will have any privileges. We are all friends here, we are equals. To get results we must work for the team."
Russia meet Cote d'Ivoire in their first game under Capello on Wednesday.