In their first game since losing the Serie A crown to Inter Milan, Andrea Pirlo’s men produced a toothless display and were beaten by Milan at home for the first time in 10 years.
Goals from Brahim Diaz, Ante Rebic and Fikayo Tomori saw the Bianconeri lose for the sixth time in the top flight this season, slipping to fifth on the table, one point behind Napoli in fourth place, with three games to play.
"What we saw from Juventus was embarrassing," Capello told Sky Sport Italia. "In the first half they did not exist. It was the same against Udinese last week.
"They were without ideas and Milan did their part, without having to do difficult things. Juventus tried to press but without aggression and never managed to recover the ball.
"In the first half there was a huge amount of wrong passes. Watching the game, I had to ask, 'are these Super League teams?'.
"The second half was a bit better. Milan's goals unlocked the game and Juve woke up after the missed penalty, but not enough. Gianluigi Donnarumma made only one save."
The former Juventus and Real Madrid manager added: "Juventus' problems are in midfield. Ronaldo did not have the service and [Giorgio] Chiellini is the only player who played some through balls."
"It should not possible that Chiellini is the key man in midfield. There has been confusion from the beginning – they started with a three-man defence then changed.
"The players feel the coach does not have clear ideas. They smell the situation and find it difficult to follow him. Juventus need a clear direction to improve."
Juventus are back in Serie A action on Wednesday when they travel to Sassuolo.
