Personal life
In a 2019 interview, he addressed the spelling of his surname: "It's supposed to be with an 'e' at the end, but we don't want people to read it 'Capone' like the gangster. We don't want any misunderstandings."
Capone has been in a relationship with Israeli actress Ortal Ben-Shoshan since 2012.
In 2018, Capone served as a spokesmodel, alongside Shlomit Malka, for the Israeli fashion chain Fox.
In the wake of the 2023 Hamas-led attack on Israel in October 2023, Capone later told Mako that he had received death threats and attempts were made to damage his career. He was in Israel at the time of the attack and had to cancel a work trip for The Boys in Australia. The production was understanding, explaining that there was a wave of anti-semitism in Australia.
In the wake of the attacks, he was among hundreds of actors and celebrities who signed an open letter to U.S. president Joe Biden thanking him for his "unshakeable moral conviction, leadership and support" for Jewish people.
Capone also participated in Israeli hostage deal protests, explaining in an interview with Mako: "I'm not a political animal, right and left are fiction in my eyes, certainly after October 7. I don't go to demonstrations for political motives, I go to stand by the families of the hostages These are the children of someone, father, grandfather, mother, flesh of our flesh, imprisoned in Gaza, and the world as usual. We can tell ourselves stories, but until they come back we will continue to live here in lies, we will be miserable and this country will remain only a shadow of a trace of something that was Israel. I don't have a magic solution, so at least I go out and stand with the families, because I know that we are committed to solidarity and I know that we deserve to see more done than we have in this matter."
