This species grows to a length of 15 cm (6 in), has a characteristic body shape and a distinctive pattern of long tube feet on its dorsal surface, giving it a furry appearance; it is dappled or roughly barred in some shade of brown and white.

[2][3] Actinopyga capillata was first described in 2006 by Rowe & Massin from Réunion and Rodrigues in the Mascarene Islands in the southwestern Indian Ocean, east of Madagascar.

[2] Actinopyga capillata is a detritivore and feeds at night by ingesting the soft sediment on the seabed or deposited on coral rubble, absorbing the nutritious material and expelling the residue.

Like other members of its genus, it probably does not use cuvierian tubules in self-defence, instead the tissues contain saponins, called holothurin, which may cause a fatal hemolysis in fish and other predatory organisms.

Fertilisation takes place in the water column and the developing embryo passes through a free-swimming auricularia and a doliolaria stage before settling on the seabed and undergoing metamorphosis into a juvenile.