Capgrave became an Augustinian friar, and eventual Provincial of the Order in England. He studied probably at Cambridge, visited Rome and was a client of Humphrey, Duke of Gloucester, whose life he wrote. He was the author of numerous theological and historical works, some of considerable importance, including in Latin, the hagiographic Nova Legenda Angliae, and De Illustribus Henricis: lives of German Emperors, English Kings, etc., of the name of Henry, and in English, monotonous accounts of the lives of Saint Gilbert and Saint Catherine, as well as a Chronicle extending to 1417.

Capgrave's account of his visit to Rome in the mid-15th century provides researchers with a glimpse into the histories, legends, traditions and publicly held attitudes of many individuals of the Roman Church at that time. His book, Ye Solace of Pilgrimes, ... (see link below) provides a starting point for those examining the often contradictory stories written since his time.