Capital High School has a competitive marching band as well as indoor ensembles. During the first quarter of school all students in band at Capital participate in the marching band. The marching band competes in the Treasure Valley and the Northwest every year. Depending on the year, the marching band will be travels to Pasco, WA  or Utah to compete in out of state festivals. 

During the winter, Capital has a winter guard and indoor drumline that competes locally. They meet once-twice a week after school to work on their show and prepare for competitions.