A capacitor components embedded substrate structure comprises a substrate, capacitor components, a first and second dielectric layers, and a circuit layer. The substrate includes a first surface, a second surface, and a hole penetrating the first and the second surfaces. The capacitor components whose surface is pretreated with a roughness process is received in the hole of the substrate, such that at least one surface of the capacitor components is disposed with a plurality of electrode pads. The first and the second dielectric layers are formed on the surface of substrate and the surface of the capacitor components respectively such that the capacitor components are secured in position in the hole of the substrate. The first and the second dielectric layers have a plurality of openings to expose the electrode pads of the capacitor components. The circuit layer is formed on the surface of the first and second dielectric layers, and a conductive structure is formed in the opening of the first and second dielectric layers for electrically connecting the circuit layer to the electrode pads of the capacitor components. The present invention further provides a method for fabricating a capacitor components embedded substrate structure. The capacitor components embedded substrate structure and the method for fabricating the same of the present invention reinforces the bonding strength between the capacitor components and the substrate, reduces substrate package sizes, and allows circuit layout design to be more flexible.