He is best known for the song "'O Sole mio". In 1897, di Capua bought a collection of 23 melodies from an obscure composer, Alfredo Mazzucchi. Di Capua developed the piece, and then invited the poet Giovanni Capurro to write lyrics for it. The resulting song has been recorded by many singers, both classical and popular, in both the original Neapolitan and the English adaptation. His work on Neapolitan songs were published in La Tavola Rotonda.
He also wrote "Marie, Ah Marie" ("O Marie" in English), another Neapolitan song