The Portuguese international signed for Gers in the summer from Uefa Cup winners Porto but has failed to set the blue half of Glasgow alight as yet.
Capucho struggled in pre-season with injury and has so far failed to convince McLeish that he knows what it means to don the blue shirt.
"I will talk to him about the expectations here," McLeish to Rangers' official website. "About what I expect and what his team-mates expect when he dons the blue jersey."
Meanwhile, Danish winger Peter Lovenkrands faces further tests on his knee after injuring himself in the win over Aberdeen at the weekend as it looks like the problem is more serious than first thought.
Lovenkrands was on the score sheet for Rangers in their first leg of their Champions League qualifier against FC Copenhagen and now looks a doubt for the return leg at Parken next week.
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