Capistrano requires Ruby 1.8.7 (MRI) with RubyGems installed. Some people have had limited success with JRuby. Some versions of Ruby 1.8.7 had a thread selecting bug, if you are affected you should upgrade immediately. A workaround is included in Net-SSH > 2.0.14.
Once you have Ruby 1.8.6 (MRI) with RubyGems installed, type the following command.
gem install capistrano
Capistrano should be working fine on Ruby 1.9. Capistrano has been reported to work under JRuby, but hasn’t been tested on Rubinius or the other non-MRI rubies.
(This does not mean your server can’t run Rubinius, etc. Just means you must use one of the supported rubies to execute Capistrano tasks on your local machine – the machine you use to control your servers.)