His father's elder brother was Monsignor Thomas John Capel, a Roman Catholic priest of the Archdiocese of Westminster who was mired in scandal during the 1880s.

In the obituary of one of Capel's daughters, he was described as "an intellectual, politician, tycoon, polo-player and the dashing lover and sponsor of the fashion designer Coco Chanel".

[4][citation needed] Capel was killed in an automobile accident on Monday 22 December 1919, allegedly en route to a Christmas rendezvous with Chanel.

[2] A roadside memorial was placed at the site of the accident, consisting of a cross bearing the inscription: "A la mémoire du capitaine Arthur Capel, légion d'Honneur de l'armée britannique, mort accidentellement en cet endroit le 22 décembre 1919.

[9] They had two daughters: Two years before his accidental death, Capel had met in Paris a brilliant young Pole, Jozef Retinger, whom he inspired with his talk of federalism and the idea of world government based on an Anglo-French alliance.