"We paid the price for an individual player's mistake," he said.
Recall, the disaster for the Italians in Zenica and the defeat by our selection led to the third consecutive absence from the World Championship, which is being played this summer in the USA, Canada, and Mexico.
Following the defeat in Zenica, the president of the Italian federation, Gabriele Gravina, resigned, as did the head of delegation Gianluigi Buffon.
It is expected that Gattuso will follow their example, but former England and Russia manager Capello encourages him to postpone that decision until June.
"I would wait for the next two matches before making any decision about Gattuso," Capello told Sky Sport Italia and continued:
"Let's not forget that he took over the team with the qualifying period already underway under Luciano Spalletti, and he managed to bring character and determination to the team. Unfortunately, and it's sad to say, but we paid the price for an individual player's mistake that was elementary."
Recall, the national football team will play in Group B at the World Cup alongside Canada, Switzerland, and Qatar.