The Italian admits his side were not in the right frame of mind and it was "impossible" for him to do anything to turn it around before they laboured to 1-0 win
The Three Lions took six points from two games against Bulgaria and Gary Speed's men, and now have one foot in the finals that take place in Poland and Ukraine next year.
Capello's side confidently picked up a 3-0 win in Sofia, whereas the victory over Wales - their first in five games at Wembley - was nowhere near as comfortable.
The former Real Madrid and Juventus boss believes that this was caused not because of any physical, technical or tactical difficulty, but instead because his players were not mentally right during their warm-up – and there was nothing he could do to change it.
"I go to the pitch before the game, because I like to see the warm-up," Capello said.
"Sometimes during the warm-up in my career I understood a lot of things about what will happen on the pitch. I understood something. I don’t want to say what, because that is between the players and me.
"But sometimes they weren’t sharp enough and I knew that this game would be difficult after watching them warm up.
"I tried to put it right, I tried. I spoke with the players, said things, but it is impossible with the things that I saw, to change.
"Of course I know there must be a reason, but that’s my job. I know the players and it’s my job. In my career I understood a lot of times what really happened."
Capello also promised to talk to his players concerning the performance they put in at Wembley, as they had some difficulty in seeing out the 1-0 win.
The ex-Roma boss said that he would address the problem when the players come back for international duty next month when they take on rivals Montenegro needing only a point to seal qualification.
"I will talk with the players the next time we are together," said the manager.
"After the game I told them the result was really good and that was the most important thing because we really needed to win.
"But afterwards, we will speak about some things in the performance.
"The performance was not good. We suffered in the last 15 minutes and a team like England cannot suffer so much. We can’t suffer so much for 15 minutes.
"You need to win the back the ball, to play, to stay forward, to play not just for 20 minutes or 15 minutes. You have to play more with the same style.
"If you don’t do that, you suffer. You can train very well, respect everything I tell them, the players can be really good but when they are here at the game it is different.
"Sometimes it is incredible to understand why. I told you, as a manager, as a player, I never understood what really happened in these moments. For 20 minutes we played well. So if you can do that for 20 minutes, why can’t you do the same for the rest of the game?
"This is what I don’t understand why? But it does not drive me mad because I hope to find a solution. I need to find that."
The experienced boss also insisted that he was happy with the performance put in by Wayne Rooney, and placed the blame on the 25-year-old's inability to test the Welsh defence on the inadequate support of those behind him.
"Rooney is an important player and played a normal game," said Capello. "But the other players have to support him – it is not only the case that Rooney has to support the other players.
"It is a team, always. The movement of the team wasn’t good, they played without confidence.
"We are not too reliant on him, no, no. In Bulgaria, we played with one player supporting him, against Wales it was two. I decided to play only one midfielder in front of the defence so that more players could go forward and help Rooney to go in front of the goal. But that didn’t happen. It did not work."