Capello revealed last week he had made a last-minute attempt to persuade the 35-year-old Manchester United midfielder to join his squad, six years after Scholes had retired from international football.
Left out: Neville had been touted as a candidate for Capello's squad
Knock back: Scholes turned down the chance to go to South Africa
Neville said: 'I am not surprised Capello tried. If there is one player I would try to pull out of retirement it is Paul. Capello maybe got a bit desperate at the last minute.
'But Paul decided to stick to his guns - he is not the type to go back (after making a decision).'
As for his own exclusion, Neville added: 'I would not say I am overly disappointed. I did think there was maybe a chance I could get in, but I was under no illusions how tough it would be after not being named in the squad for a year.
'I am probably more surprised Wes Brown isn't in the 30.'
England 1 Volcano 0: Capello's men avoid ash chaos and jet out to AustriaBallack heartbreak as Germany skipper is ruled out of finalsCapello warns England boo boys not to jeer Liverpool's CarragherFA chief Lord Triesman accuses Spain and Russia of bid to bribe refereesRIO FERDINAND: I've beaten injury jinx and I'm ready to lead EnglandMANCHESTER UNITED FC