The tournament has been praised by many for the attacking nature of football that has been played, with 136 goals scored in the group stage.
"In my career, I've never seen a World Cup at this level," Capello told FIFA.com.
"The quality is absolutely incredible, the pace is so intense. This is a great tournament. If you make the slightest mistake, you pay for it."
Russia failed to make it through to the knockout stages, after being held to a 1-1 draw by Algeria in their final Group H match.