"I think Allegri is a great coach," Capello told Sky Sport Italia. "I often talk with him and it is clear he is very well prepared.
"At this time it is very important that Milan go on to the pitch without any awe and that the players play to their maximum.
"The Stadio Olimpico is a traditionally a good place for Milan and I think the game against Lazio will be a good one."
Capello won Serie A four times and the Champions League once as Milan coach.