The 25-year-old arrived in Podgorica on Thursday to be informed his father, Wayne snr, and uncle, Richie, had been arrested in connection with an alleged betting scam in Scotland last year.
They were later released on bail, and Rooney's father protested his innocence through his solicitor Anthony Barnfather, who said the allegations were "vigorously" denied, pledging full co-operation with the investigation.
Capello spoke to Rooney before England's final training session prior to Friday's match, to ensure the 25-year-old was mentally ready.
The answer did not come as any surprise.
"He is okay," said the Italian.
"He is in good form and in the last three days he's trained two days really well."
Capello, whose native Italy was rocked by the Calciopoli match-rigging scandal in 2006, would not be drawn into any talk over corruption in football.
"It is the job of the police to find out what really happened," he said, when asked about the investigation involving the two relatives of Rooney.
Seven other people, including Liverpool-born Motherwell midfielder Steve Jennings, 26, were also arrested on suspicion of conspiracy to defraud. Merseyside Police said all have been bailed until January next year.
Capello said: "My job, as England manager, is to focus on the game."
Rooney has had to deal with off-field issues while on England duty before, notably 13 months ago in Switzerland when he scored in a 3-1 win just as he was being engulfed by tales about his private life.
The Manchester United forward has vowed he will not he distracted as he focuses on his performance on the pitch.
And Terry, no stranger to front-page headlines himself, is confident Rooney will fulfil his pledge as England go chasing the point that will book their place at Euro 2012.
"Wayne's one of the best players in the world," said Terry.
"He will deal with it and go out and perform like always. He is fine and focused on the game.
"We all know Wayne, the type of character he is. He'll certainly be okay.
"I don't really want to go into too much detail.
"As players, you learn throughout your career to deal with certain things. The only release is out on the pitch."