Messi was a controversial absentee from the Best Men's Player nominations, with Luka Modric scooping the top prize ahead of Ronaldo and Liverpool star Mohamed Salah.
And Capello has slammed Ronaldo and Messi, who were both included in the FIFPro World XI, for not appearing at Monday's ceremony in London.
"It is a lack of respect, for the players, for FIFA and for the world of football," Capello told TVE.
"It is possible that they won too much and do not like to lose. In life you have to be good when you win and when you lose."
— #TheBest (@FIFAcom) September 24, 2018
Diego Forlan echoed Capello's thoughts, adding that Ronaldo and Messi should set a better example.
"It's a pity. Messi attended the gala last year and he didn't win," Forlan said.
"It's an event of every player and it's important to be here. No matter who wins. A player has to show with his attitude and actions, because they are a model for the world."
Photo Getty Images. Caption: Cristiano Ronaldo and Lionel Messi did not attend FIFA's The Best awards