The younger Capron was born on 24 June 1871 in Brooklyn, New York City, where his father was serving as an Army officer at Fort Hamilton.

He was unsuccessful in obtaining an appointment to the Military Academy for himself,[2] so he enlisted as private in 1890 and rose rapidly through the ranks as: Capron married Lillian Morris on 12 August 1896.

[2] When the Spanish–American War broke out, Capron raised a troop of Rough Riders from the Old West (now Oklahoma) to serve as volunteer cavalry in Cuba.

He was the fifth in descent from father to son who had served in the army of the United States, and in body and mind alike he was fitted to play his part to perfection.

[6] Bringing up his troops and leading them in action, Capron lay down to fire at the Spanish soldiers and was shot through the space between the left shoulder and neck with the bullet passing through the lungs and exiting out the right area in the waist.