The former England coach replaced Dick Advocaat at the helm after a disappointing Euro 2012 campaign, but he has so far struggled to settle.
"Everything is written in Cyrillic, and it's difficult to read and to learn the Cyrillic alphabet," Capello stated to Uefa.com.
"I always need a translator, and it makes it a bit more difficult to say what I want to say. Sometimes the right expression, the right word, helps you a lot. So I would say it's really difficult.
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"I have just arrived and I am living in a hotel. Moscow is a beautiful city. Russia is a nation full of development. You see many nice things. For example all the stadiums are built for the World Cup, the infrastructure, so it's really a nation worth living in."
Russia are currently preparing for the World Cup 2014 qualifiers against Portugal and Azerbaijan.