The former England boss says the retiring Scot revealed to him that he wanted to escape the rigors of management to spend time traveling with his wife.
The former England boss was initially surprised by the 71-year-old's decision to retire from football management after a exchange they had a few months ago. But, during phone call with Capello on Thursday, the Scot revealed how he wanted to escape the mental pressure of challenging for prizes at Old Trafford after 26 years in the job.
"I met Ferguson a few months ago at the Football Association's national football centre and he told me that he would continue, the news of the retirement surprised me," Capello told Sky Italia. "I called him yesterday and he told me that he decided [to step down] due to excess stress. Always having to win is something is very challenging and he told me he wanted to go around the world with his wife."
Ferguson will be given an emotional send off at Old Trafford when United takes on Swansea on Sunday.
The Premier League champions will also be handed their trophy and winners' medals following the game, marking the manager's 13th title success during his tenure.