He played in Major League Baseball from 2004 to 2008 for the Atlanta Braves, Milwaukee Brewers, Detroit Tigers and Colorado Rockies.

In 2004, Capellán pitched at Single-A, Double-A, and Triple-A and posted a combined 14–5 mark with a 2.80 earned run average (ERA).

In three games with the Atlanta Braves after a September call-up in 2004, Capellán compiled a 0–1 record with an 11.25 ERA in eight innings pitched.

The Braves traded Capellán and Alec Zumwalt to the Milwaukee Brewers for all-star reliever Dan Kolb.

In late June, Capellán signed a minor league contract with the Kansas City Royals and became a free agent after the season.