Three Lions boss vows to take an attacking stance against closest Group G rivals and has five strikers to call upon alongside the attacking threat of Lampard, Young and Walcott
The Three Lions only need a point to qualify for the tournament in Poland and Ukraine, but Capello wants to take no chances.
The Italian said: "We are going to win this game, not [play] for the draw.
"If you play for a draw it is a big mistake. You are not focused on the game. You are playing to defend the result.
"When you do that you make some silly mistakes. You need to play the same style as all the other away games."
Capello has included regular strikers Wayne Rooney, Darren Bent and Andy Carroll in his squad alongside young Danny Welbeck and recalled Bobby Zamora.
Ashley Young, Theo Walcott and Frank Lampard are all expected to feature in Podgorica to give Capello's side an attacking look.
Kyle Walker is another potential threat and could start at right-back following a scintillating performance in the north London derby that included a stunning 25-yard goal.