England only need a point to seal their place at Euro 2012 following Montenegro's surprise defeat in Wales last month.
If Capello was to play up to the cautious Italian stereotype, he might conclude England's best hope of achieving their aims in what is expected to be a hostile atmosphere would be to turn the contest into a drab affair.
But Capello is not having any of it.
The England coach has picked five strikers in his squad, the only one of whom who didn't find the net at the weekend being Wayne Rooney, and could also call on Frank Lampard, who scored a hat-trick at Bolton on Sundday.
And Capello clearly intends to go for goals.
"We are going to win this game, not for the draw," he told FATV.
"If you play for a draw it is a big mistake.
"You are not focused on the game. You are playing to defend the result.
"When you do that you make some silly mistakes.
"You need to play the same style as all the other away games."
As England have posted a 100% record in their three matches away from Wembley it does seem like good advice.
Indeed, the contrast between a fine win over Bulgaria in Sofia and a disappointing display when England were lucky to overcome Wales four days later may lead some to conclude it is better for this pivotal match - which Capello hopes to be his final qualifying game as England coach - to be played away from Wembley.
Capello is wary though.
After speaking with fellow countryman Giovanni Trapattoni, whose Republic of Ireland side encountered problems on their trip to Podgorica, which ended goalless, Capello will be watchful from the moment his team land in what was once part of Yugoslavia on Thursday lunchtime.
"Giovanni told me to be careful in every moment," he revealed.
"He told me to be careful when we are at the hotel, when we go onto the pitch, when we are in the dressing rooms, even when we are in the corridor.
"He said something can always happen.
"For us, it will be different to what we are used to. We have to be ready for anything."