Just as during the past couple of months, the Italian had once come in for stinging criticism at both the San Siro and Bernabeu after a run of poor results but had stuck to his principles in an attempt to turn the situation around.
In Milan, it failed miserably with his second spell in charge ending in mid-table mediocrity and the sack, while in the Spanish capital such a stubborn approach paid dividends as Real were crowned champions of La Liga.
Just how the story will end this time remains to be seen, but what seems certain is that whether Capello's England reign is to end in success or failure then, in true Frank Sinatra style, he will have done it his way.
A four-goal winning margin suggested he got it right last night, even allowing for the Three Lions netting twice in the final seven minutes as Jermaine Defoe completed his hat-trick and Adam Johnson grabbed a first international goal.
But, in truth, their display against an average Bulgarian outfit offered little in the way of the bright new dawn the England manager had promised in the wake of his side's lame World Cup exit.
The 4-4-2 formation that proved so outdated in South Africa was still there, as were most of the personnel who had surrendered so lamely in the second round against the Germans.
So much so, in fact, that had John Terry and Frank Lampard not been unavailable through injury, England would have fielded nine of the 10 outfield players beaten so comprehensively in Bloemfontein.
Once again, an England display threw up more questions than answers.
Just how, for instance, can England truly get the best out of Wayne Rooney and Steven Gerrard?
Why did it take a stunning display from Joe Hart to keep at bay for long periods a Bulgarian side whose last win came in November against Malta?
And will 4-4-2 be Capello's preferred choice of formation throughout qualifying?
In defence of the Italian last night, its use was probably more to do with Bulgaria lining up in an identical fashion.
But, even so, the limitations were there for all to see with England's lack of a genuine holding midfield player meaning even a Bulgarian side ranked 44th in the world looked threatening on the break.
Mercifully for Capello, his side enjoyed the perfect start on an evening when the fear was there might be a repeat of the discontent in the crowd that had been heard at last month's friendly win over Hungary.
It took just 154 seconds for the opening goal to arrive, Rooney the initial creator with a beautifully flighted chip for Ashley Cole to race onto deep inside the Bulgarian penalty area.
Cole's initial attempted cross was then blocked by goalkeeper Nikolay Mihaylov, only for the Chelsea left-back to stab the ball back across goal for Defoe to volley into the net.
By the half-hour stage, a Mexican wave was rolling around Wembley to suggest the feelgood factor had returned.
Cynics may, rightly in this correspondent's view, point to this being more a comment on the less-than-captivating football on display.
But, at least, it meant the home fans were not turning on their own players and further denting their already fragile confidence.
It may have been different had Glen Johnson, in trying to clear Chavdar Yankov's right-wing cross, not been rescued by Joe Hart on 20 minutes after inadvertently diverting the ball goalwards off his shin.
Likewise, had Valeri Bojinov's control not let him down to such an extent three minutes later that Phil Jagielka was able to pull off a sliding tackle inside his own area, England might have found themselves level.
In the second half, England had two further let-offs with Ivelin Popov shooting wide after being played through and Hart pulling off a block to deny Stanislav Angelov.
Had any of those four openings been capitalised on by the Bulgarians then the rest of the evening could have been distinctly uncomfortable for the home side.
Instead, Defoe's second clinical finish of the night just seconds after that fourth miss meant there was no way back for the visitors.
Adam Johnson then added a third with a curled effort on 83 minutes before Defoe completed his hat-trick with another sublime finish to give the final score a somewhat flattering look.
After the travails of the summer, however, few in the 73,246 crowd cared as Capello's men prepare for an altogether tougher assignment on Tuesday night in Switzerland.
England: Hart; G Johnson, Dawson (Cahill 57), Jagielka, A Cole; Walcott (A Johnson 74), Gerrard, Gerrard, Milner; Rooney, Defoe (Young 87). Unused substitutes: Foster, Gibbs, Carrick, Bent.
Bulgaria: Mihaylov; Manolev (Minev 66), Stoyanov, Ivanov, Milanov; Tankov, Angelov, S Petrov, M Petrov; Bojinov (Rangelov 63), Popov (Peev 79). Unused substitutes: Stoyanov, Kamburon, Genchev, Domovchiyski.
Referee: V Kassai (Hungary).