Capuçon was born in Chambéry on 27 January 1976. He entered the conservatory in his native city at the age of 4, and then the Conservatoire national supérieur de musique et de danse de Paris (CNSMDP) at the age of 14 where he studied under Gérard Poulet. Three years later he completed his studies there, winning first prize in both chamber music and violin.