The club returned in 2002 in South Korea and Japan, but again failed to reach the knockout round and followed it up by missing the tournament entirely in both 2006 and 2010.
But Capello will bring an efficient, disciplined team to Brazil that prides itself on defense and has an excellent chance to reach the second round for the first time under the current geopolitical climate. The challenge will be whether or not they can create enough offense.
Capello was in charge of England during the 2010 event in South Africa, but departed his post after the Three Lions fell to Germany, 4-1, in the knockout stages.
He'll be hoping for a better showing with Russia, which possess some talent, but age may be a factor, especially in defense as veteran Sergei Ignashevich is 34 and his central defensive partner, Vasili Berezutski is 31.
Berezutski has 75 caps to his name and is a commanding presence in the penalty area, while Ignashevich may be approaching the twilight of his career but is still effective, as the club conceded just five goals during European qualifying.
In midfield, the key contributor is Dynamo Moscow's Igor Denisov, who is capable of commanding the middle of the park like few others in Europe when he's focused and healthy.
Up top, CSKA Moscow forward Alan Dzagoev will lead the line along with Alexander Korkorin and Aleksandr Kerzhakov.
Dzagoev is just 23 with 30 caps to his name and burst onto the international scene at 17 years old during the 2008 Euros. He is a technically-gifted player, who netted three goals during the '08 Euros, but can be a discipline problem, having been sent off five times in his career.
Kerzhakov is a prolific scorer who led the team in scoring during the qualifying campaign and regularly puts the ball in the back of the net for Zenit St Petersburg.
Since joining Zenit in 2010, Kerzhakov has scored 52 goals in 101 appearances. Capello will be expecting big things from the savvy veteran.
As for Korkorin, he could be one of the most talented young players in Russia along with Dzagoev. He netted 10 goals in 22 appearances last season for Dynamo Moscow. He has seen his stock rise rapidly over the past few seasons and can play as either a second striker or on the wing.
The draw was kind to Russia as the side was placed into Group H along with Belgium, Algeria and South Korea. With Belgium tabbed as the favorite to win the group, the Russians have a golden opportunity to reach their first knockout round.