The 63-year-old actor — who played the 12th incarnation of the Doctor — contrasted the BBC show's production values with those of new Hollywood movie The Suicide Squad, in which he stars as supervillain The Thinker.
Capaldi told Digital Spy: "With Doctor Who, we don't really have enough – everything on Doctor Who falls to pieces, all of the props fall to pieces and the costumes have to be stuck together with duct tape and Velcro and stuff.
"With [The Suicide Squad], everybody looked as good in real life as they look in the movies. They weren't all just held together with safety pins."
He added: "That's what I like, [about Doctor Who], I like the kind of B movie kind of cobbled together, quality of it. That it's really there's never really quite enough money, but the ideas are often very special, that's what I like – but it's also nice to be somewhere where they do have enough money to make the monsters look... scary."
The Thick Of It star said The Suicide Squad "was totally different because it was so much bigger... And also there was more money!"
Capaldi was replaced by Jodie Whittaker as the Doctor in 2018.
Director James Gunn recently told Yahoo: "I did it as a joke, man! I didn’t really do it as a joke but I didn’t know what to call the movie...
“I didn’t want it to be something that was this long awkward title...
“But for my first draft, when I gave it to the studio I just [thought], ‘Ah screw it,’ I just put The Suicide Squad on there. I thought it was kind of funny. And they were like, ‘Yeah, we love this. This works. Let’s do this.’"
Watch: Peter Capaldi sings David Bowie's Starman at sci-fi convention