The clash was marred by several incidents, including Russia goalkeeper Igor Akinfeev being struck in the head by a flare and Dmitri Kombarov apparently by a coin.
The second incident led to the match in Podgorica being abandoned in the 67th minute, moments after Roman Shirokov had a penalty saved.
Capello said Russia had to resume the encounter after the match delegate decided it was safe to do so after the Akinfeev incident in the opening minute of the match.
"We were waiting for the decision from the delegate and since they decided like they did we came out and played," the Italian told a media conference, as quoted by RTCG.
"If the delegate came to that decision, we cannot oppose. If they say that we have to resume, we have to play."
Akinfeev was taken to hospital after being struck by the flare just seconds into the encounter.
Capello said he only saw replays of the incident but confirmed the 28-year-old CSKA Moscow goalkeeper had neck burns.
"I didn't see it. I only saw the TV footage and we know the goalkeeper is in hospital and that he received burns to his neck," he said.
