Capello reflected on the 0-0 Champions League draw at the final whistle, with the game highlighted by Arsenal goalkeeper David Raya's double save to deny Retegui.
"Arsenal defended themselves, lost the ball and immediately came back, practically with 10 players in front of the goalkeeper. It was difficult for Atalanta to get into the Gunners' defence," he said.
"Arsenal suffered the pressure from Atalanta, they didn't show us anything of what they have accustomed us to. In attack they did nothing. The missed penalty? Retegui kicks very badly, but the biggest mistake was on the header of the tap-in, he didn't hit it with the right nastiness.
"Not how it should have been hit, you can see that he moved already thinking that the ball would go in and instead Raya got up and managed to save it."