The current series has two more episodes this season before Capaldi caps off the year with a Christmas special.
Capaldi hosted an evening for fans at Auckland's Civic last night. One local Doctor Who superfan unlikely to be attendance was Sir Peter Jackson, whose name has frequently come up as a possible guest director of an episode of the BBC show.
"I think that would be great," says Capaldi about Jackson's possible involvement.
Might he worry that the episode would be three hours long?
"I am sure three hours in his hands would be wonderful. I believe he has his own Daleks which he can provide for us.
"Anyone who is involved in our show, it is important that they are sincere about it. Apart from the fact he is such a fabulous director I know for a fact he really cares about it and they are the most important components to have when you are making a show like Doctor Who.
"Because sometimes we don't have as much money as it appears and it can be quite tight so you need that extra bit of love to get the results."
Before arriving in Auckland Capaldi was guest of honour at a fan convention in Sydney.
There, he and writer Mark Gatniss and showrunner Steven Moffat came third in a Doctor pub quiz against teams of local "Whovians".
"We put ourselves forward as a team called the Time Wasters. We thought it would be a little ungracious if we won. But we didn't win - we came third.
"It's funny. At first we thought we had better be gracious here and make sure we don't come first.
"But we were very very committed to trying to win once you get into it. There were hard questions."