The Spaniard's lack of rapport with his players may have contributed to his downfall at the Spanish side, according to the former Blancos coach
Benitez lasted just seven months as Madrid boss as he was sacked in January with the club sitting third in La Liga, behind Atletico Madrid and Barcelona.
And Capello suspects the former Liverpool manager was unable to build a good relationship with his players, making it impossible for him to take the team forward.
READ MORE | Cristiano Ronaldo's striptease ends in embarrassment
"I don’t know why it didn't work out," he told AS. "You'd have to be in the dressing room.
"If there is no rapport with the coach it's difficult to succeed.
"It is possible the changeover from Ancelotti to Benítez was too traumatic."
Zinedine Zidane was chosen as the man to replace Benitez and has guided the club to three wins from four league fixtures, scoring 17 goals in the process.
The French legend became Madrid's 13th coach since the beginning of the 2003-04 season and Capello has his concerns.
"That's a lot. A lot," he added. "I don't know. Madrid is a very tricky club.
"If the president goes over the coach's head to talk directly to the players about problems in the dressing room, the coach is finished and the players know it.
"They say to each other: 'The president asked me why this happened...', and then they think that the coach isn't relevant."