Capello feels the hard-earned win will have given them confidence ahead of Wednesday's tricky qualifier against Croatia.
"I'm happy because we played a good game and made a lot of chances," said the 62-year-old Italian.
"I'm happy because it's an important three points. It's a good sign for the Croatia game."
The Italian also paid tribute to the early impact of Arsenal's 19-year-old winger Theo Walcott, who made his first start for England and was one of the few bright sparks on a tough night for the visitors.
"We played well for the first 15 to 20 minutes and had two chances to score goals," he said.
"But after not taking one or two chances to score a goal we started playing too slowly. It was not easy to find space when you have opposition putting nine players behind the ball.
"Near the box it was impossible to find space. But in the second half I changed it.
"For about 15 minutes Theo Walcott was incredible. He's an interesting player. We'll have to wait to see if he plays against Croatia on Wednesday."
The England XI were jeered by their own fans when they came off at half-time after what was a nervy display inside the Olympic Stadium against a team 186th in the world rankings.
Interview: England's David James
Cole believes the England supporters will see a different performance from the national team when they make the trip to Zagreb.
"People look at it on paper and say it's an easy game," he said.
"They got 10 men behind the ball and it was a sticky pitch. It was our first qualifier and our confidence was low.
"But we got the job done in the end. Anyone who has come here and played on this sticky pitch knows it's not easy.
"Judge the team after the Wednesday's game, because Croatia are ranked fifth in the world. Tonight's game and Wednesday's game will be two completely different animals."
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