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Suppose further that \\(\\Sigma\\) intersects \\(\\partial {\\mathbb R}^{n+1}_+\\) at a constant angle \\(\\theta\\in (0,\\pi)\\). Then \\(\\Sigma\\) is called a capillary hypersurface (the terminology comes from capillary problems in physics, but the assumption of constant mean curvature is dropped here). Let \\(\\widehat\\Sigma\\) be the convex body bounded by \\(\\Sigma\\) and the part \\(\\widehat{\\partial\\Sigma}\\) of \\(\\partial {\\mathbb R}^{n+1}_+\\). For this body, the following capillary counterparts of quermassintegrals are defined: \\N\\begin{align*}\\N{\\mathcal V}_{0,\\theta}(\\widehat\\Sigma) &:= |\\widehat \\Sigma|,\\\\\\N{\\mathcal V}_{1,\\theta}(\\widehat\\Sigma) &:= \\frac{1}{n+1}(|\\Sigma| - \\cos\\theta|\\widehat{\\partial\\Sigma}|) \\\\\\N{\\mathcal V}_{k+1,\\theta}(\\widehat\\Sigma) &:= \\frac{1}{n+1}\\left(\\int_\\Sigma H_k\\,dA -\\frac{\\cos\\theta \\sin^k\\theta}{n} \\int_{\\partial \\Sigma} H_{k-1}^{\\partial\\Sigma}\\,d s\\right)\\N\\end{align*}\\Nfor \\(1\\le k\\le n\\), where \\(H_k\\) is the normalized \\(k\\)-th mean curvature of \\(\\Sigma\\) and \\(H_{k-1}^{\\partial \\Sigma}\\) is the \\((k-1)\\)-th mean curvature of \\(\\partial\\Sigma\\) in \\(\\partial {\\mathbb R}^{n+1}_+\\). The following inequality (conjectured by \\textit{G. Wang} et al. [Math. Ann. 388, No. 2, 2121--2154 (2024; Zbl 1543.53088)]) is proved: \\N\\[\\N \\left(\\frac{{\\mathcal V}_{k,\\theta}(\\widehat\\Sigma)}{\\mathbf{b}_\\theta}\\right)^{\\frac{1}{n+1-k}} \\ge \\left(\\frac{{\\mathcal V}_{l,\\theta}(\\widehat\\Sigma)}{\\mathbf{b}_\\theta}\\right)^{\\frac{1}{n+1-l}} \\N\\]\\Nfor \\(0\\le l<k\\le n\\), with a certain constant \\(\\mathbf{b}_\\theta\\); equality holds if and only if \\(\\Sigma\\) is a capillary spherical cap. The inequality is here deduced from the general Aleksandrov-Fenchel inequality for mixed volumes, since the functionals \\({\\mathcal V}_{k,\\theta}\\) can be obtained like the ordinary quermassintegrals, replacing the ball by a capillary spherical cap with angle \\(\\theta\\). As the main problem remains the determination of the equality cases. For this, the authors develop a theory of mixed volumes of capillary convex bodies, using a capillary Gauss map and capillary support functions, and finally employ some ideas of \\textit{Y. Shenfeld} and \\textit{R. van Handel} [Proc. Am. Math. 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