Heskey announced his decision to quit playing for his country in the aftermath of England's disappointing World Cup campaign.
Capello wanted the Aston Villa player to shelve those plans for the Euro 2012 qualifier with Montenegro at Wembley on October 12.
Heskey has been in fine form for Villa and is relishing playing under his former Liverpool manager Gerard Houllier.
Capello watched him score the winner with a superb header against Wolves at Molineux on Sunday in what was his first Premier League start for six months.
But Heskey has informed Capello's lieutenant Franco Baldini of his intention to stick with his original decision.
It could mean a call-up for Newcastle striker Andy Carroll, who has been left out of the Under-21 squad to face Romania in the two-legged UEFA Championship play-off.
Capello had signalled his intentions regarding Heskey at a media briefing ahead of Monday's squad announcement.
He said: "I saw Heskey against Wolves and he played very well and he is in a good moment.
"The new Villa manager (Houllier) knows him very well from his time at Liverpool.
"We will try to speak with Heskey. We need him at this moment. He is in good form.
"We are talking about him for the one game against Montenegro. We will try to speak with him. But he will decide."
Heskey's contribution to England has often been maligned by supporters of the national team, largely because of a goal return of only seven in 62 internationals.
But the likes of Michael Owen and Rooney have often sung his praises and his experience would have been invaluable with ankle injury victim Wayne Rooney a major doubt and Jermain Defoe and Bobby Zamora out with long-term injuries.
It leaves Capello with Peter Crouch and Darren Bent as possible experienced alternatives after ruling out a recall for Owen.
Owen has shown encouraging form for Manchester United in his few slices of first team action including the Carling Cup tie at Scunthorpe.
But Capello made it clear Owen was not on his radar and that it is too early for any potential recall for David Beckham after the LA Galaxy's star return to fitness following his torn Achilles.
When asked if Owen was someone he would consider bringing back, the Italian said:
"No, he has just played 15 minutes (in the Premier League) and he also played in the Carling Cup.
"With David Beckham, I am really happy he is fit. Is he in contention? At this moment, no. He has been out for six months."
Capello confirmed Arsenal's Jack Wilshere will be called up although he will play for the Under-21s in the first leg against Romania next Friday before joining up with the senior squad.
But he said he would speak with Under-21 coach Stuart Pearce before deciding whether to promote Carroll.
Capello said: "Yes, there will be some new faces. (Jack) Wilshere is one of these.
"I didn't watch the Champions League game (against Partizan Belgrade) because I was at Chelsea but he is a very interesting player.
"If you play all the games at one team like Arsenal, it is really important.
"He played very well the last game. I spoke with Franco (Baldini) who watched the game.
"He will play the first game with the Under-21s. If he is fit, he will play for the Under-21s versus Romania. After, he will be with us.
"With Andy Carroll, I heard he has this injury. I have to speak with Stuart Pearce.
"I met him in manager meetings and he told me there is some problem with this player. Is it an injury? I don't know. We spoke about Carroll."
Capello confirmed Liverpool's Joe Cole, overlooked since the World Cup, would be in his provisional squad for the Euro qualifier.
He also noted the celebrations of goalkeeper Robert Green, not selected since his World Cup blunder against the United States, after West Ham's first win of the season against Tottenham.
Capello said: "Joe Cole will be in the provisional squad, the 34-35 players.
"He is one of the players I know very well, and he is playing all the games. He has a chance of making the squad. It is possible.
"I saw the pictures of Robert Green. It was the reaction after a not good period. I am happy for him that he is back. Will he be back? He is one of the four keepers (in contention).
Capello has also been impressed by the early season form of Ashley Young, in the second striker role for Villa, and his club-mate Stewart Downing.