Italian coaching great Capello sees little prospect of a PSG comeback in the second leg of the Champions League semi-final, after City snatched a 2-1 win at Parc des Princes.
The PSG defensive wall then cracked to allow Riyad Mahrez to score from a free-kick seven minutes later.
Neymar had two shots in the first 15 minutes, which both hit the target, but Mbappe did not have a single goal attempt.
Neither reached the heights they are capable of scaling, leading former Milan and Real Madrid boss Capello to wonder why they were so underwhelming.
"There were two of the favorites to win the Ballon d'Or on the pitch and they weren't filled with enthusiasm," Capello told Sky Sport Italia.
"We thought we were going to see fireworks and instead they just showed a lot of tension towards the opponent. I expected more from Mbappe and Neymar.
"The Champions League is not only about beauty, but it is also a competition in which small incidents count for a lot.
"City won with two strokes of luck. Firstly, the very serious error by Navas on De Bruyne's cross, then the bad luck PSG had on the second goal with the ball passing right through the hole in the wall."
The outcome meant PSG lost after leading at half-time in the Champions League for the first time since March 2001, when they were beaten 4-3 by Deportivo La Coruna in an epic game.
PSG were 3-0 in front early in the second half of that game but folded.
Twenty years on from that match, PSG will hope that City's lead in their last-four tie can be whittled away in the second leg next Tuesday.
Yet Capello reasoned that PSG "are unlikely to overturn" their deficit against Pep Guardiola's team, adding: "When City play calmly, they are difficult to beat."