England are in Group H alongside Moldova, Poland and San Marino, but the Italian has highlighted Montenegro, currently in England's Euro 2012 qualifying group, and Ukraine as their toughest tests.
"It is not an easy draw because we know very well Montenegro and we have to play against them again. Poland are improving and will be really focused and will be a tough game," he said.
"Ukraine I remember the last game I lost during the qualification for South Africa. Moldova is not so strong and San Marino will be easy again. But you have to be really, really focused and play every game like a final."
Capello has agreed to leave his position with the national side after next year's European Championships in Poland and Ukraine.