Capello's men remain in with a chance of reaching the last 16 of the FIFA World Cup after picking up a point from their opening two fixtures against South Korea and Belgium.
Russia's squad is comprised solely of players featuring in their domestic top flight and Capello wants more of his team to further their experience abroad.
The former England manager has previously been critical of coaching practices in Russia, stating there are limited opportunities for younger players.
The Italian believes the Russian Premier League needs to be extended and players should consider playing abroad if Russian football is to improve.
"Do not forget we only have 16 teams as opposed to the 20 teams in Germany, England or Italy; therefore the amount of choice is much lower when it comes to selecting players," he said.
"I think that playing abroad helps everyone mature and improve. Russia hadn't participated in a World Cup for 12 years and we have to remember that. And we have to think about the reasons behind it.
"It is important to understand that if you play in the same championship without confronting yourself with different realities it becomes much more difficult to improve.
"We are in a world championship after such a long time, and this suggests that we should increase the number of squads in order to have a bigger choice when picking up players."
