Napoli were thrashed 6-2 in Holland, marking their worst defeat in over 20 years.
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Watching the game, former AC Milan coach Capello said: "Napoli started quite well, even taking the lead with McTominay, but then they were overwhelmed by PSV's dynamism.
"I saw a Napoli without heart; it was truly sad. I would never have thought that Napoli, coached by a determined and decisive coach like Conte, could play like this..."
He also said: "Antonio seemed dejected on the bench from the start, I was shocked to see him like that this evening."