The Italian was understandably disappointed to learn of Ferdinand's injury, which came following an innocuous training ground tackle with Emile Heskey on June 4.
"It couldn't have been much worse on my first day - It is the curse of the captain," said Capello.
"It is obviously bad news and everyone with the squad is very disappointed and sorry for Rio. It was an accidental injury in training, but had nothing to do with the pitch.
"The other players were upset. They stopped training. All the players who are here with me are important. But he is one of the starting players, the captain, a leader."
The FA have moved quickly to replace the Manchester United defender, with Tottenham's Michael Dawson now with the squad in South Africa, just days after being cut from the squad.
Dawson told his club's website: "Things can change in a split second."
"One minute I'm trying to arrange my holiday, then I get a call asking if I was on holiday because Rio had pulled out of training.
"I said 'no' and then I was just waiting by the phone before getting a call saying I would be picked up in an hour. It was a crazy day."
The uncapped youngster was also keen to offer his sympathies to his more senior colleague.
"For Rio to get injured there would be no worse feeling for him as a player," he said. "To miss the biggest tournament in the world as the captain, I feel for him.
"I missed the League Cup final in 2008 and there was nothing anyone could have said to me that could have made me feel any better."
