Capello's men begin their World Cup campaign against South Korea in Cuiaba next Monday as they aim to make history by reaching the knock-out rounds.
Russia have never qualified for the last-16 since the break up of the Soviet Union, but have a good opportunity to progress from Group H, which also features Belgium and Algeria as well as South Korea.
However, Russia will have to cope without captain Roman Shirokov, who was ruled out of the tournament through injury on Friday.
And Capello revealed that there have been concerns over the fitness of Dzagoev, although the Italian is adamant that the 23-year-old will feature in the clash with Hong Myung-Bo's men.
"Dzagoev went to the hospital to do some checks," Capello said. "We are sure it is nothing, he will be ready for the (opening) game."
Capello's previous experience at a World Cup proved to be a disappointing one as he failed to lead England past the last 16 in 2010.
But the 67-year-old believes he can learn lessons from that tournament in South Africa.
"This experience (managing England) is important to understand the mistakes and to improve what we can do but it depends on which kind of players we are matching in that moment," Capello added.
"Now we are managing different kinds of players, different mentality and I think we are doing everything in the best moment."
