Chemical investigations of the soft coral Sinularia capillosa resulted in the isolation of one new tetraprenylbenzoquinone, capilloquinone (1), two new furanobenzosesquiterpenoids, capillobenzopyranol (2) and capillobenzofuranol (3), one new furanosesquiterpenoid, capillofuranocarboxylate (4), and five previously characterized metabolites, comprising (E)-5-(2,6-dimethylocta-5,7-dienyl)furan-3-carboxylic acid (5), 2-[(2E,6E)-3,7-dimethyl-8-(4-methylfuran-2-yl)octa-2,6-dienyl]-5-methylcyclohexa-2,5-diene-1,4-dione (6), 2-[(2E,6E)-3,7-dimethyl-8-(4-methylfuran-2-yl)octa-2,6-dienyl]-5-methylbenzene-1,4-diol (7), (-)-loliolide (8), and 3,4,11-trimethyl-7-methylenebicyclo[6.3.0]undec-2-en-11alpha-ol (9). The structures of 1-4 were elucidated through extensive spectroscopic analysis. The cytotoxicity, anti-HCMV (human cytomegalovirus) activity, antibacterial activity, and anti-inflammatory effects of 1-9 were evaluated in vitro.