Capello quit as England manager four months before the tournament following the Football Association's decision to strip John Terry of the captaincy and was replaced by Roy Hodgson on May 1.
The Italian, though, admits it was difficult to see his old players take the field against France on Monday night as he still feels part of England's set-up.
"When England's players ran out against France, of course there was an emotion - I felt it," he told the Daily Mail. "England are part of my heart, I worked with the players and the people in the country for four years."
Capello believes the result against Les Bleus was an excellent start for England, for whom he feels Steven Gerrard and Terry are the shining beacons of the team.
Although he expects England to reach the knockout stages the 65-year-old added Ukraine will be a difficult proposition after the co-hosts came from behind to beat Sweden two days ago
"The first game for England, against France, was so important because the pressure on the manager and the team is really, really strong," he said.
"Neither team took any risks, they didn't have the confidence to do that because it was the first match of the tournament. England defended well. Joe Hart is an excellent goalkeeper and he made some really important saves.
"They have key players in important positions. Steven Gerrard is dangerous from long distance and free-kicks and John Terry is the spirit of the team. He drives the players in front of him.
"They will qualify because I still feel like it is my job. I hope Roy is happy after the third game. I want them to win.
"The problem now is the Ukraine result because they were not expecting them to beat Sweden, but Andriy Shevchenko is a different player for the national team."