Star turns from Steven Gerrard, Emile Heskey and Wayne Rooney made sure the England squad returned home with a 3-1 victory after an impressive showing in Minsk.
It was the Three Lions' fourth consecutive qualifying win, making this their best start to a World Cup campaign since 1956.
Some optimstic pundits have suggested that England are already in the midst of a new era, a notion that Capello dismissed with a smile and giggle.
But the Italian coach did stress the significance of last night's win, and he insisted that his side's morale and self-belief are higher than they have ever been during his short tenure.
"I think it’s a very important victory. The three points are crucial but it’s only one step further," Capello said in The Sun.
"This, for me, must be remembered. The style, the confidence — we have that confidence now. That’s the most important thing if we want to win."
England will be aiming for an unprecedented fifth straight win when they face the Ukraine in April 2009.